What kind of system are you using, and were you running anything else simultaneously? A few other people have had mouse lock issues, but I haven’t been able to reproduce the problem on my end.
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I'm using Windows 11, I'm just running simultaneously the Vivaldi browser, Discord, and WhatsApp.
I gave the game another try to catch a little bit more of "when that happens". This second time the cursor didn't go to my second screen as before for some reason, but I saw that the cursor still going out of the game when my cursor was around the bottom of the screen over the taskbar.
I had the taskbar option enable "Automatically hide the taskbar" on Settings > Personalization> Taskbar > Taskbar Behaviors on Windows 11, which makes the taskbar appear when the mouse is hovering at the bottom of the screen. I disabled this option and the mouse lock worked perfectly this time. I think the mouse was behaving more weirdly on my first play-through though, I hope this can help you figure out what's happening
btw, would you mind playing my game too? I would appreciate it :)