I have a similar problem with the new versions of X2Go and the OSX client.
Ubuntu 12.04 servers with X2Goserver 4.0.1.8 and XFCE 4.10. With x2goclient 4.0.1.1 on Ubuntu 12.04 it works fine, but with x2goclient on OSX (tested 4.0.0.4, 4.0.1.1 and latest git) the keyboard is completely screwed up. It does not matter if I set it to use current keyboard setup or if I explicitely set a keyboard layout.
This problem started appearing when the latest x2goserver update rolled out and seems to be independent from the client, except it only seems to materialize on OSX...