Maybe you altered a system preference? Is this the only key combination that is not behaving?
In the upcoming v9 we will be adding an option to swap Control and Command modifiers on the remote desktop. This new option in the NoMachine User Interface is intended to allow users to swap Control and Command modifiers, so that users connecting from macOS to Windows/Linux (or vice-versa) can comfortably continue to use their local shortcuts also inside the NoMachine session (Copy/Paste/Select all/Undo/Print/Search). When this option is not enabled, instead, the user has to use the remote modifier for applying keyboard shortcuts inside the NoMachine session.
In the meantime, you could check for a third-party tool that lets you change the Command+Tab to Alt+tab shortcuts. There are a few free options on the market.