Problem with pygame not switching the mouse image

[Mondaythe1st]

I mimicked this. If you look in the comments you can see I reworked the first example.
I set this at the very top
pygame.mouse.set_cursor((8,8),(0,0),(0,0,0,0,0,0,0,0),(0,0,0,0,0,0,0,0)) ##invisible mouseColorblack = (0,0,0)

From what you're saying I should do something like
WnY=pygame.image.load('whitenyellow.png').convert_alpha()
WnR=pygame.image.load('whitenred.png').convert_alpha()

outside of my mouse function, then

def mouse():
    for event in pygame.event.get():
        if event.type == pygame.MOUSEBUTTONDOWN:
            print("mouse down")
            mouse_cursor=WnY
            return
        elif event.type == pygame.MOUSEBUTTONUP:
            print("mouse up")
            mouse_cursor=WnR
            return

to avoid reloading the images constantly.*
Is there a good way to read the mouse consistently and fast and accurate?

I've also tried

        global b1
        ex = pygame.mouse.get_pressed(0)
        if ex == (1, 0, 0)  and b1 == False:
            b1 = True
            print("mouse down")
            mouse_cursor=pygame.image.load('whitenyellow.png').convert_alpha()
            print(ex) 

b1 is used to keep track if the mouse has switched images yet. I dont know if python/pygame works like this, but I figured once the image is set to be the "mouse" it sticks. So there's no reason to keep setting it 60x a second. With b1, once it's set to True, it's set and the if statement should skip it next time it's read. Right?