Problem: If a player presses the hotkey for directional select or only-walkers, then there is no immediate visual feedback. The only way they can check whether they have pressed the correct hotkey is to hover over a lemming group and check whether the intended lemming got selected/highlighted.
Solution: Display a small icon at one vertex of the cursor corresponding to the hotkey that is pressed.
Attached is my first try to create such cursors. But given the constraint that it may only use a few pixels, it didn't turn out too well...