I sat down again and implemented a hopefully proper fix this time.
Successfully tested on OS X and Windows with Kerberos turned on.
Please see if this fixes both issues for real:
"Installer":
http://code.x2go.org/releases/binary-macosx/x2goclient/previews/4.0.4.1/x2goclient-4.0.4.1-preview2-gfadc705-20150611_OSX_10_9.dmg
Signature:
http://code.x2go.org/releases/binary-macosx/x2goclient/previews/4.0.4.1/x2goclient-4.0.4.1-preview2-gfadc705-20150611_OSX_10_9.dmg.asc
Checksums:
http://code.x2go.org/releases/binary-macosx/x2goclient/previews/4.0.4.1/x2goclient-4.0.4.1-preview2-gfadc705-20150611_OSX_10_9.dmg.md5
http://code.x2go.org/releases/binary-macosx/x2goclient/previews/4.0.4.1/x2goclient-4.0.4.1-preview2-gfadc705-20150611_OSX_10_9.dmg.sha1
http://code.x2go.org/releases/binary-macosx/x2goclient/previews/4.0.4.1/x2goclient-4.0.4.1-preview2-gfadc705-20150611_OSX_10_9.dmg.sha256
Mihai