I’ve solved it in a roundabout way.
My process was to start WMR then Steam VR then BMS. This left me with the reported problem, ie no mouse cursor when the headset was put on.
I messed about with the config files but still no cursor in VR.
I then wondered if there was an issue with WMR and SteamVR. My WMR is for Steam and I wondered if there was a doubling up of programs. Anyway I fired up WMR and then shut down SteamVR. I went into the WMR “home” and the mouse arrow was available. I then started BMS. The Steam VR room opened with the BMS window hanging there as usual. The cursor was now available to use. Crucially it is still there in 3D.
In summary:
Start WMR. (shut down Steam VR if it opens)
Enter the WMR room, let it load and ensure the mouse cursor is there.
Start BMS
The cursor should be there.
I hope this is of help to others.