Problem with pygame not switching the mouse image

[Mondaythe1st]

So I've made a little thing to change my mouse's icon. It happens once in a blue moon, so I know it works. But it doesn't work 100% of the time.... which seems impossible.

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   while inMenus:
       for event in pygame.event.get():
               
           if event.type == pygame.MOUSEBUTTONDOWN:
               print("mouse down")
               mouse_cursor=pygame.image.load('whitenyellow.png').convert_alpha()
                
           elif event.type == pygame.MOUSEBUTTONUP:
               print("mouse up")
               mouse_cursor=pygame.image.load('whitenred.png').convert_alpha()

There doesn't seem to be a way to get pygame to look at what image is currently being used as the mouse.
The fact that the prints both work perfectly but the image only switches once out of 79 clicks is extremely frustrating.

Anyone have any ideas for me?
I've tried this several different ways. All of the ways have negatives. Including slowing the program down to unresponding.
It's as if pygame.event.get() is so slow that it just forgets what it's trying to get done. If I put the mouse_cursor

This is the code that I use to get the image to change
gameDisplay = pygame.display.set_mode((display_w,display_h))
gameDisplay.blit(mouse_cursor, pygame.mouse.get_pos())
both are in the spots they should be.