Ok so i think i found the cursor file

3_cursor3.dds

but I when i try change it, it only fills in the original cursor like a fill in instead of "changing" or replacing it

Design your own cursor, convert it to IWI, then move it to your_mod's_folder/images and change its name to 3_cursor3.iwi.
Build your move checking Build IWD File and that's all.