Setting up X2Go as Remote Desktop Software with two scenario's
1) Client and Server on same network
this tutorial works fine How To Set Up a Remote Desktop with X2Go on Ubuntu 20.04
1) Client is on Network A and Server on Network B
this tutorial Connecting to and controlling a Remote computer's desktop suggests bypass a router.
Which is mentioned as being
Remote Desktop across the Internet is EXTREMELY insecure. With many remote control applications, your password us completely unencrypted, so your transmission could easily be intercepted, and the remote computer could easily attacked and taken over! You definitely want to ensure that the software you are using encrypts the session, if you want to do this routinely.
I found this article Securing Network Traffic With SSH Tunnels,
Which suggests creating a Encrypted SHH Tunnel between Client machine and SSH Server through internet, while keeping the connection between SSH Server and Target Server Unencryted
How do I, do this with X2Go Server on Network A and X2Go Client on Network B?

Since X2Go uses a modified NX 3 protocol which was built on compression and transport protocol NX was created to improve the performance of the native X display protocol so it could be used over slow connections such as dial-up modems. It wrapped remote connections in SSH sessions for encryption.