Hi,
sorry for the huge delay in gettin back to you. Probably the left Windows key is intercepted by the local window manager, despite the fact you selected, as I assume, the ‘Grab the keyboard input’ option. This option enables the so-called ‘passive grab’ of the keyboard, but it is also possible to enable the ‘active grab’. In order to try this, please quit the NoMachine player application completely (you can do this from the NoMachine icon in the tray) and start it again from the terminal using the following command:
/usr/NX/bin/nxplayer --activegrab
Let us know if this solves your problem.