I managed to make both libssh and x2goclient build on MinGW 4.8 + Qt 4.8.6 on my home desktop.
(I did not fix bug #566 in the process (yet).)
I will release a 4.0.3.0 preview build later today, built from my home desktop with them.
I will also try to update the X2Go-WinBuilder VM, the build scripts, and jenkins, such that nightly builds can be built in both MinGW 4.4 + Qt 4.8.5 and MinGW 4.8 + Qt 4.8.6.
If it turns out to be too much work, I'll just update them to only build in MinGW 4.8 + Qt 4.8.6. However, I'd want some testing/feedback of the preview build 1st.