UnityEditor FPS play Escape pressed camera still follows mouse. Why?

Working my way through c# game development course and when I have the game playing and press escape key the camera still follows the mouse even when it is outside the game window.
Why?

Umm just noticed that the Cursor is visible when I play.
Where is it supposed to be made invisible?

Found out that this is a side effect of disabling the Head Bob script.
This was disabled during the course as it caused camera shake.
Now all I need to do is fix that.
Work in progress.