Is there any way to have custom cursor in application. I am not meaning when mouse enters some area, but when application is launched. Instead of default cursor there is my cursor image.
No, not from QML. I imagine that if there were a way, it would be exposed through the Qt.application type. You can do it from C++ to achieve the same result though:
int main(int argc, char** argv)
{
QGuiApplication app(argc, argv);
app.setOverrideCursor(Qt::CrossCursor);
QQmlApplicationEngine engine;
engine.load(QUrl::fromLocalFile("main.qml"));
return app.exec();
}