I guess it has something to do with that the Citrix Receiver overrides the system default, even if the KeyboardLayout=(User Profile) is set on both sides (I actually did not noticed any differences changing this value). If create a Citrix Viewer/Receiver session with the Windows Server host, where also the same keyboard layout (Hungarian) is registered, the keys of the letters from the latin alphabet works as usual, but as I want to type special characters by pressing the Shift or Alt Gr (Option) together with a letter or numeric key, completely wrong characters comes up like the whole keyboard would be messed up. I'm using a custom Hungarian keyboard - in order to have the normal Windows/PC layout - on the Mac OS X (10.13.3 (17D47)) host and can type all the special characters fine by pressing Shift or Alt Gr (both Option keys).
I'm using now the the Version 12.8.1 (620742) of the Receiver on Mac, but tested also previous versions till 12.6.x, the target VM is Windows Server 2018 R2 Standard.