Hi Jannik,
It says host key server changed and for security reasons it will not connect. I have uninstalled and deleted the .x2go in my "user directory" and the program files folder for X2go. I can not find were X2go viewer holds the old keys so I can delete them.
Non-qualified answer (I haven't looked there myself, because I'm not an active Windows user): is there some .ssh directory in your user directory?
Best regards,
Mihai