I can confirm this bug on my el Capitan 10.11.4 installation with XQuartz 2.78.

The issue seems to be related to the fixing of bug 487

http://bugs.x2go.org/cgi-bin/bugreport.cgi?bug=487

In particular, in the latest version of the function onmainwindow.ccp, lines 5622-5624 are not working, since the path, that is the one that is displayed in the error message of the previous message, is not modified. Thus, the path does not include folders such as /opt/X11/bin/ and xmodmap cannot be found. 

Best,

Mattia Cantono