This was complex to get going, and now that there is a fix for the opennx client, it's probably a better bet, but in case you want to try, here's where I got to:
ls -a /tmp rm /tmp/.lxterminal-socket:<socketno>-<username>
xmodmap -pke > localxmodmap
Then copy (e.g. by sftp or scp) that localxmodmap to your server. In your home directory, check if there is already a .Xmodmap file. If there is, you may need to merge the new one with it - sorry, can't help with that. If there isn't, copy localxmodmap to .Xmodmap. However you're not finished. Now (thanks to ato on stackoverflow), you need to append to the .Xmodmap file:
! ! Now reset all the modifiers too ! clear shift clear lock clear control clear mod1 clear mod2 clear mod3 clear mod4 clear mod5 add shift = Shift_L Shift_R add lock = Caps_Lock add control = Control_L Control_R add mod1 = Alt_L Alt_R add mod2 = Meta_L Meta_R
So far, almost all applications seem to work with this. The exception is virtualbox, which still has (for me) corrupted keyboard settings.