I have the same issue. I though that maybe the dot to the left of the arrow was the hotspot, but looking at your example it seems to be a bit above that as well. Also it seems like the pointer movement is jerky/laggy on my system. Clicking the correct button in DOpus is a bit of a challenging "game" lol. The mouse pointer on "Games and Applications" or in AmiBench when you navigate the F12 menu is smoother and has the hotspot in the right place. It is also larger and easier for me to see with my old man eyes. It would be great to be able to use this pointer instead or a pointer like it. I am putting together a list of issues like this to send to them to hopefully be improved. It seems like they will be receptive to suggestions like this.
