多年后，是时候回答我自己的问题了。下面是如何在C#中检查当前全局光标是否是沙漏的(如果需要，可以根据自己的需要扩展代码)：

private static bool IsWaitCursor()
{
    var h = Cursors.WaitCursor.Handle;

    CURSORINFO pci;
    pci.cbSize = Marshal.SizeOf(typeof(CURSORINFO));
    if(!GetCursorInfo(out pci))
        throw new Win32Exception(Marshal.GetLastWin32Error());

    return pci.hCursor == h;
}

[StructLayout(LayoutKind.Sequential)]
struct POINT
{
    public Int32 x;
    public Int32 y;
}

[StructLayout(LayoutKind.Sequential)]
struct CURSORINFO
{
    public Int32 cbSize;        // Specifies the size, in bytes, of the structure. 
    // The caller must set this to Marshal.SizeOf(typeof(CURSORINFO)).
    public Int32 flags;         // Specifies the cursor state. This parameter can be one of the following values:
    //    0             The cursor is hidden.
    //    CURSOR_SHOWING    The cursor is showing.
    public IntPtr hCursor;          // Handle to the cursor. 
    public POINT ptScreenPos;       // A POINT structure that receives the screen coordinates of the cursor. 
}

[DllImport("user32.dll", SetLastError = true)]
static extern bool GetCursorInfo(out CURSORINFO pci);

要获取有关全局游标的信息，请使用GetCursorInfo。

使用(在Delphi中)

Screen.MouseCursor.

用于当前鼠标光标的。

General Win32(用户32)提供：

function GetCursor: HCURSOR; stdcall;

这应该适用于其他Win32语言。