Could you try to use the client from the console and list the output? Maybe we can get somewhere with the printouts...?!

I tried running the client from /Applications/Utilities/x2goclient.app/Contents/MacOS and get the following:

start new ssh connection to server: "internal.ip.address" : "22" krb:  false 

"Can not connect to internal.ip.address:22"  -  "Timeout connecting to localhost" 

Listening via Wireshark shows a flurry of activity as my computer opens an SSHv2 connection to the proxy that I configured as external.ip.address.

I'm not seeing a command-line switch for verbose output.

—Andreas