Solid behavior doesn't prevent collisions between solid objects. It's supposed to be used with other behaviors like 8direction, Bullet, Platform, Car etc.
So you need to add one of those behaviors to the cursor sprite and move it with the behavior towards mouse position. I suggest using behavior actions for movement, for example "Set vector", because if you set sprite x/y coordinated directly, collisions with solids may not work properly.
I would try Bullet first - On every tick set bullet angle of motion to angle(self.x, self.y, Mouse.x, Mouse.y)
Another approach is Physics. Check this demo: