The default in Unity 3D is to have the Alt-key bring up the HUD.
But the Alt-key only brings up the HUD this if it's pressed for a short amount of time and no other key is simultaneously pressed. So the Alt-key works just fine in key-combinations in Emacs in Unity or holding Alt down to drag windows around with the mouse. Despite this, the Alt-key just refuses to work in any way (for Emacs or for Alt+mouse-actions to move windows) in a ThinLinc client window (fullscreen works fine), as long as it's used for the HUD. (Alt+mouse-moving of windows in the TL-window can't be made to work as the entire TL-window is moved instead, but this is probably OK.)
However, if a shift-key is configured for bringing up the HUD, two clicks on it will make the shift key work just fine in TL, so shift is handled differently. AltGr can't be used as HUD-key. For example shift+Alt can be configured to get the HUD and then Alt works fine in ThinLinc, but shift+Alt doesn't.
A note though: If a shift or Ctrl key is configured for the HUD, a long press on it will not stop the HUD to come up, unlike how it is with Alt, which brings up the HUD on key-up.
Note: Tested in new Ubuntu, but not the absolutely newest.
Workaround: Configure one of the Ctrl-keys or disable the HUD all together: