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I recall a few customers that reported similar problems. In the end it was solved by changing or adjusting the keyboard layout on the server.
It seems that also the screensaver programs can be at fault, since they try to “improve” security by assuming that the password must be entered on a physical keyboard, that can happen to have a different layout.
A test you can do is to enter the password using the virtual keyboard embedded into the web session. To display it check the keyboard icon in the panel or press Ctrl+Alt+0.