When a Windows RDP session is opened via an Ubuntu NX Server, the keyboard layout may be English, even though a different one is defined on the client side.
 
This situation has been observed when an Ubuntu server installation is used that does not install a desktop by default.

The correct keyboard will be set when the package x11-xkb-utils is installed on the Ubuntu machine. Since this package is included in the gnome desktop, Ubuntu desktop installations are not affected.