Windows virtual machines with transparent mouse capture?
Install the Guest Additions.
The Guest Additions from VirtualBox provide the seamless mouse pointer integration in which it auto captures/releases the mouse pointer.

Mouse pointer integration
To overcome the limitations for mouse support that were described in Section 1.8.2, “Capturing and releasing keyboard and mouse”, this
provides you with seamless mouse support. You will only have one mouse
pointer and pressing the Host key is no longer required to &quot;free&quot; the
mouse from being captured by the guest OS. To make this work, a
special mouse driver is installed in the guest that communicates with
the &quot;real&quot; mouse driver on your host and moves the guest mouse pointer
accordingly.

You can &quot;insert&quot; the Guest Additions CD from the Devices Menu in Virtual Box.  On the &quot;CD&quot; it will have installers for various operating systems.