I havn't touch this feature at all, sorry.
DirectX is just not that flexible in this regard. It would involve a lot of work. I suggest, always allow the mouse to go in and out of the window (hence, use the OS cursor by going nonexclusive), or keep the cursor always contained, only allowing for alt-tab'ing to release the mouse (standard default behavior in OIS).
Now, the only use I see of having this feature is an editor or multiwindow games.
For Editors, I don't suggest you use OIS, as widget libs contain their own event systems. Or, if this is ingame, you still can use OIS for an ingame editor, and just always show the mouse.
For multi-window apps, you would be best to no capture the mouse at all, and just use nonexclusive. Or, better yet, use multiple viewports and not windows

Although, I would be willing to accept patches, I just don't have the time to implement this on multiple platforms currently.