Please have a look at the following topic with exactly the same title, ironically 😀
https://forum.nomachine.com/topic/arrow-keys-dont-work-2
I have the same problem and systems (Win11 client, Ubuntu 24.04 server) and the suggested fix worked for me. I have set up Ubuntu to have 1 active keyboard layout (US-Qwerty) so I typed
setxkbmap -rules evdev -model evdev -layout us
in a terminal inside the remote session, then disconnected and connected again. Arrow keys, home etc. are now working fine. Unsure if I have to to it again after a reboot.