Thanks for testing this for me.
What version of Windows 10 were you using for testing? I'm running version 2004 build 19041.208 which might be the issue. Microsoft has made a few changes in the Devices>Mouse settings, as well as, Accessibility>Mouse Pointer and Accessibility>Cursor settings. These changes may play some part in why the "Unavailable" cursors behave the way they do.
I tested all the cursor sets included with CursorFX, and they all exhibit the same "Unavailable" cursor symptom I described above. In all the cursor sets the "Standard Select" cursor with the red circle-backslash symbol below is displayed for the "Unavailable" cursor.