Change cursor theme is not applied immediately on Gnome. The Qt5 app needs to be restarted.

start Gnome session
open any Qt5 app, let's say kdenlive video editor
open gnome tweaks (software used to change the cursor theme on Gnome)
in gnome tweaks, select another cursor theme in "cursor" drop down
focus the kdenlive window and move the cursor.
Note that the cursor of the previous cursor theme is still visible. However the cursor is already correct on mouseover the kdenlive title bar.
After restart kdenlive, you can see the correct cursor on mouseover any part of the kdenlive window.