I solved it in this way:
Pull down the Apple menu and go to “System Preferences”;
Choose “Dock & Menu Bar” preferences;
Uncheck “Automatically hide and show the menu bar in full screen” so it’s disabled.
I don’t know if you are using two screens ?
For one monitor I set it to “In Full Screen Only” and open NoMachine Client.
For a dual monitor setup I set “On desktop only”.
To set NoMachine Client to full screen mode I use CRL+ALT+F keyboard shortcuts.
You can use page-peel or CTRL+ALT+0 to change NoMachine Client settings.