See Issue 12575. This is what happens:
* udiaresis is sent over VNC
* Xvnc uses the Swedish layout by default, which does not contain udiaeresis. It contains dead_diaeresis, though, so Xvnc till send dead_diaeresis + u.
* rdesktop is configured to use the "de" layout over RDP. The german layout does not include dead_diaeresis, so rdesktop cannot do the right thing.
A workaround is:
xmodmap -e "keycode 240 = udiaeresis Udiaeresis"
Because of bug 4526 we now have a us layout by default. That means a proper udiaeresis will be added and rdesktop will work fine.
Works now. I noticed that two different keycodes were allowcated for ü and Ü:
keycode 254 = Udiaeresis NoSymbol Udiaeresis
keycode 255 = udiaeresis NoSymbol udiaeresis
I guess this could be optimized, so that only one keycode is used. But that's probably another bug.