When trying to switch to a workspace on my second monitor, the mouse is immediately recaptured by the game.

One easy workaround is switching to a different workspace on the same monitor the games is running on. That way the game cannot recapture the mouse and you can move around freely.

A more permanent solution is to turn off fullscreen and optionally use borderless.

With fullscreen disabled, the mouse doesn't get recaptured by the game anymore. With borderless, you can freely move the mouse out of the game window onto a secondary monitor without having to manually switch to that workspace.

This only works in menus, meaning you can't accidentally move the mouse out of the game window during gameplay (the game recaptures the mouse unless you are in a menu).

When first launching the game, any movement of the mouse will freeze the game until the mouse stops moving.

This is fixed by turning off "Mouse Lock" in the settings. Be aware though, that all settings are stored per save slot. So when starting a game in another save slot, you will have to readjust all settings again.