The default-config file for the cursor theme is at /usr/share/cursors/xorg-x11/default/index.theme - If I upgrade xorg, that file will be overwritten thus resetting the theme I've switched to. I know that I can set my own user-theme, but a user-theme doesn't affect login-managers It would be really nice if xorg would "remember" the cursor theme when you first use it... I don't know enough about ebuilds and how to do it, I would have created a patch otherwise..
Create and use a parallel location in /usr/local rather than /usr. That won't be touched. It should take precedence over the /usr index.theme.