NoMachine detects the Ctrl/Caps swap reading the XKB properties on the client host. How did you swap the keys? If you did it with xmodmap NoMachine does not detect they are swapped. I’d prefer using setxkbmap in this way:
setxkbmap -option ctrl:swapcaps
You can check how that command affects the XKB properties:
xprop -root | grep XKB