I have a similar problem. I'm using Win 7 as a guest in an Ubuntu 14.04 host. I'm using a wacom tablet and in order to see the cursor (the tablet works fine except for that) I need to disable mouse integration. I know that works because it's how I've been using it till now. But the other day I upgraded to VBox 5 (I wasn't able to run my VM otherwise) and since then, HOST+I hasn't worked, it does absolutely nothing, and I don't have the option in the VM menu either.
I already installed guest additions (I even tried, following an advice from this forum, installing an older version and even the build test version offered by VirtualBOx), but to no result.
Any ideas as to what might be happening and or how to solve this? I really need to get work done and it's really difficult to draw/paint without knowing where you are.
I'll submit the log just in case.EDIT:
I've found a solution to my problem, I went to "Devices" and unticked the USB Tablet, that released it (it was captured) and now I see the cursor. But the Mouse integration still has no changes.EDIT:
Me again. Hurried to be happy. Now I have no pressure (I had without the cursor) and the wacom settings tells me there's no connected tablet. So the real solution still is disabling mouse integration.