Try to use the sync settings option of the SDDM settings, this should provide the same cursor on both sides. It might also be required to remove the /etc/sddm.conf.d/* file as that overrides any settings in /etc/sddm.conf
Gets pulled from KDE and isn’t actually installed in the system but ~/.local/share/, which is why SDDM might not be able to read it. If that is what you want, try moving it to the system path manually.