From the debug, this is all that I got:
x2go-INFO-1> "Starting X2Go Client 4.1.2.2..."
x2go-WARNING-1> English language requested, not loading translator.
x2go-WARNING-1> English language requested, not loading translator.
x2go-INFO-3> "Started X2Go Client."
/cygdrive/C/Users/username/.x2go/etc/sshd_config line 3: Deprecated option UsePrivilegeSeparation
Object::connect: No such slot SessionWidget::slot_emitSettings()
Object::connect: No such slot SessionWidget::slot_emitSettings()
x2go-INFO-8> "Starting connection to server: server:22"