There's a system wide file: /etc/x2go/x2goagent.keystrokes. But you can override it with a user-specific file. In this case this is necessary because the default file of x2go does not contain the autograb keystroke.
So do I understand it right, that one can also add the autograb keystroke to the system wide file?
With the first option, ctrl-alt-g finishes / quits the session (as also noticed on IRC yesterday by someone else).