x2go client 3.99.0.1 (and 3.99.0.0 and 3.01.18) is not working under windows 7. Session is established but connection timeout. On the server side in log: sshd[1903]: error: connect_to localhost port 30001: failed.
Two things I've had problems with that sound similar:
Symantec antivirus on 64-bit Windows 7 seems to interfere with x2go clients newer than 3.0-13, even if Symantec antivirus is completely disabled. Try 3.01-13 from http://code.x2go.org/releases/binary-win32/x2goclient/pre-git/ or uninstall antivirus. Microsoft Security Essentials (free for personal use) worked with 3.99.0.1 on W7 x64 last time I tried.
If the server that you're connecting to also is a client (ClientA -> ServerA -> ServerB), there could be a port conflict. Default incoming port 30001 is already in use by an outgoing tunnel on the same port. Try modifying /usr/bin/x2gostartagent on ServerA and change the port interval from 30000 to 30200. Do the same on ServerB, but use
Cheers, Daniel