>mouse pointer appears on top of MangoHud overlay
Huh. That's interesting.
The only way I can get it to be visible in a screenshot is by using gnome-screenshot --include-pointer though. Flameshot (which is what my ~/scripts/named-screenshot.sh uses to capture fullscreen games because of an issue with gnome-screenshot that I've since forgotten) doesn't capture the pointer by default, and I don't seen an option to change that.