I have addressed this issue at https://forums.elementalgame.com/455980/page/1/#3479568.
After updating the game to the latest version, I found the problem appeared to be solved: switching 'edge scroll' on in options menu would lock mouse in one monitor.
However, each time starting the game, the cursor is not locked, even 'edge scroll' has been switched on. The only way to fix it is to switch 'edge scroll' off and then on again in the options menu. I think the relevant code might not be implemented in the game initializing phase. Honestly it is not a serious bug, however, it can be a bit annoying...Hope this can be fixed in the next update. Thanks.