Yeah, but if that doesn't work you have to fake it. So forget about controlling mouse pointer with keyboard and think how to fake it.
There is more than one way to achieve something. If Construct's 8dir. movement does not allow for mouse control, you use events to build your own 8 direction control that does.
Kind of the way it works with games. I wanted to use Box 2D physics in a fake 3D game. After 5 minutes it was clear it would be easier to just code my own physics ( good enough ) than to force Box 2D into doing something it was not designed to do.