This is an extremely annoying problem and we are working at it, trying to solve it before the 4.1 release. In fact this is one of the bugs that we definitely wanted to get resolved at the cost of holding the release back. Since we are going to release on Wednesday, there is not much time remained.
Unfortunately the problem is not trivial. If you are interested in the challenges we have to face trying to make the clipboard work in NX, I suggest you give a look at this document, especially the part that says “It’s nearly impossible to make the clipboard shared between different desktop computers. In fact it is possible, but such an implementation would be needlessly difficult and complex”. Making the clipboard shared between different desktop computers is exactly what NX needs to do.
http://pvanhoof.be/files/Problems%20of%20the%20X11%20clipboard.pdf
Add to this that 4 different X applications are likely to use the clipboard is 4 different ways and you get a picture of the situation. The reason the clipboard worked “better” in the 3 is that it was subject to many limitations. We worked hard to lift most of these limitations, but this obviously introduced new problems.