From X2Go BTS:
http://bugs.x2go.org/cgi-bin/bugreport.cgi?bug=846
package: nxagent
Currently, there doesn't seem to be a way to cleanly terminate a
shadow session running in fullscreen mode.
Ctrl-Alt-T doesn't work, Alt-Tab gets sent to the remote end, so one
can only run x2goterminatesession on the remote end or kill the
x2goclient task on the local side.