As detailed in KB0015722 the current (as of July 2021) versions of X2go on Windows do not work with the current Duo/MFA setup.
This article details setting up and starting an SSH tunnel using MobaXterm which will allow X2go to connect through to the target system.
We will use the fictitious system 'LinuX2go.leeds.ac.uk' as the final endpoint computer, the example client 'YourUserID' and the example port 19661 as the local port - please change these values to match your details and requirements.
The screenshots and instructions have been made using MobaXterm Personal Edition V12.0 Build 4142 - other versions may have slightly different settings but should be similar to follow.
(1) Launch MobaXterm and select the Tunneling [sic] option from the buttons under the menu bar
(2) Use the 'New SSH tunnel' button to begin the setup process
(3) Complete the configuration as shown in the example below (use your own details and requirements). Ensure that you select 'Local port forwarding and then fill in the various ports, servers and User credentials. You should use port 22 on the SSH server and Remote server. The SSH server should also be 'remote-access.leeds.ac.uk'
(4) Add a name for this tunnel (hint - you may wish to create other tunnels to other 'Remote server' endpoints). To start the tunnel click the indicated (>) button in the Start/stop column.
(5) Enter your password
(6) You should then be prompted for Duo input. If you enter '1' then you may be prompted to approve the login with a Duo 'Push' to your device. You may wish to open the Duo app on your device and simply enter the 6-digit code shown on it rather choosing to wait for a push with the '1' option.
(7) When the tunnel is set up and running then the Start (>) button is disabled and the Stop () button is live. Use the Stop button to drop the tunnel for this session. If you Stop the tunnel then you will have to enter your password and a Duo code to start it again.
(8) With the tunnel in its running state you can launch your X2go session as detailed in KB0015722