I see to have the same problem on  x2goclient v4.0.2.1, running on Macosx/Yosemite causes high cpu on server
Desktop used LXDE, connection works fine but the openbox executable uses lots of cpu.
Running x2goclient on Window/Linux has no problem using the same server.

Seems to be keyboard related, strace of the openbox process shows lots of:
stat("/usr/share/X11/locale/en_US.UTF-8/Compose", {st_mode=S_IFREG|0644, st_size=563200, ...}) = 0
stat("/home/filip/.compose-cache/", 0x7fff186ad020) = -1 ENOENT (No such file or directory)
open("/usr/share/X11/locale/en_US.UTF-8/Compose", O_RDONLY) = 6
fstat(6, {st_mode=S_IFREG|0644, st_size=563200, ...}) = 0
fstat(6, {st_mode=S_IFREG|0644, st_size=563200, ...}) = 0
mmap(NULL, 4096, PROT_READ|PROT_WRITE, MAP_PRIVATE|MAP_ANONYMOUS, -1, 0) = 0x7feeebd5d000
read(6, "\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n"..., 4096) = 4096
read(6, "> <slash> <asciicircum> \t: \"|\"  "..., 4096) = 4096
read(6, "terisk> \t\t: \"\302\260\"   degree # DEGR"..., 4096) = 4096
read(6, " \t: \"\302\245\"   yen # YEN SIGN\n<Multi"..., 4096) = 4096
read(6, "_key> <U1102> <U1103> \t: \"\341\204\225\"  "..., 4096) = 4096
read(6, "ti_key> <U1165> <U1175> \t: \"\341\205\246\""..., 4096) = 4096
read(6, "\206\264\"   U11b4 # HANGUL JONGSEONG R"..., 4096) = 4096
read(6, "> \t: \"\341\204\264\"   U1134 # HANGUL CHOS"..., 4096) = 4096
read(6, " <asciicircum> <KP_3> \t: \"\302\263\"   "..., 4096) = 4096
read(6, "Multi_key> <E> <grave> \t\t: \"\303\210\" "..., 4096) = 4096
read(6, "H GRAVE\n<dead_acute> <O>        "..., 4096) = 4096
read(6, " LETTER THORN\n<dead_grave> <a>  "..., 4096) = 4096
read(6, "resis # LATIN SMALL LETTER E WIT"..., 4096) = 4096
read(6, " odiaeresis # LATIN SMALL LETTER"..., 4096) = 4096
read(6, "L LETTER A WITH MACRON\n<dead_bre"..., 4096) = 4096
read(6, "_key> <d> <less> \t\t\t: \"\304\217\"   U01"..., 4096) = 4096
read(6, "11C # LATIN CAPITAL LETTER G WIT"..., 4096) = 4096
read(6, "\t: \"\304\252\"   U012A # LATIN CAPITAL "..., 4096) = 4096
read(6, "# LATIN SMALL LETTER L WITH ACUT"..., 4096) = 4096
read(6, "_key> <less> <n> \t\t\t: \"\305\210\"   U01"..., 4096) = 4096
read(6, " <r> <less> \t\t\t: \"\305\231\"   U0159 # "..., 4096) = 4096
read(6, ": \"\305\246\"   U0166 # LATIN CAPITAL L"..., 4096) = 4096
read(6, "n> <u>      \t: \"\305\263\"   U0173 # LA"..., 4096) = 4096
read(6, "OKE\n<Multi_key> <KP_Divide> <I> "..., 4096) = 4096
read(6, "aeresis> <u> \t: \"\307\226\"   U01D6 # L"..., 4096) = 4096
read(6, "diaeresis>        \t: \"\307\234\"   U01D"..., 4096) = 4096
read(6, "ulti_key> <underscore> <dead_abo"..., 4096) = 4096
read(6, "ER EZH WITH CARON\n<Multi_key> <c"..., 4096) = 4096
read(6, "\n<dead_acute> <Multi_key> <KP_Di"..., 4096) = 4096
read(6, "LETTER H WITH CARON\n<Multi_key> "..., 4096) = 4096

Client is OSX 10.10.1 with v4.0.2.1  + XQuartz 2.7.7
Server is Ubuntu 14.04 amd64 with 4.0.1.18-0~949~ubuntu14.04.1
Session info
==========

/tmp/.x2go-filip/C-filip-52-1421247687_stDLXDE_dp32/options
-----
nx/nx,link=wan,pack=16m-jpeg-9,limit=0,root=/tmp/.x2go-filip/C-filip-52-1421247687_stDLXDE_dp32,cache=8M,images=32M,type=unix-kde-depth_32,id=filip-52-1421247687_stDLXDE_dp32,cookie=05d38672bcd6dd6c416f0e1f425bc803,errors=/tmp/.x2go-filip/C-filip-52-1421247687_stDLXDE_dp32/session.log,kbtype=null/null,geometry=800x600,resize=1,fullscreen=0,accept=localhost,listen=30007,clipboard=both,client=linux,menu=0,state=/home/filip/.x2go/C-filip-52-1421247687_stDLXDE_dp32/state:52
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Filip K├Ârling  | filip@stickybit.se          | Mob: +46-40-631 15 02 | Twitter: @fkorling
Stickybit AB  | http://www.stickybit.se
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