Heya,
I've only experimented with this a bit but since I don't need it for my project I didn't get far into it, so I can't tell you exactly what you need/what's wrong.
However, I think the follow mouse action is not what you'd want for character movement like in Deeeep.io, because when working correctly it doesn't make the object move towards the pointer but makes it mimic the pointer movement.
For the kind of movement you are trying to achieve you'll have to go with a more complex setup. I'm just taking a quick glance at my actionsbrowser/ecosystem here... as I said, I've never directly worked with this, so I can only give a rough starting point.^^
I'd try for a "get mouse position" action in combination with a "look at direction" to make it look at the pointer and then work with "set velocity" to make it move...
Hope this somewhat helps.