I can say that with Spanish layout, pressing ALT+~ or symply ~ does not work.
In order to get the mouse out of the window, you need to bring on the console.
I use this little script before running the game to make ~ keypress bring the console
Code:
TILDE_US="keycode 49 = grave asciitilde"
xmodmap -e "$TILDE_US"
It's the only way I've found to make the console appear, and be able to free the mouse cursor from the window game.