Enable "grab the keyboard input" in page peel -> input settings. Also, the Windows key maps to Mac command key shortcuts, not the Ctrl key. While you're here I also reccommend enabling "use action icons in the page peel" as it makes it really easy to enter and exit fullscreen.
(BTW create a Windows Restore Point on the Lenovo laptop to ensure drivers can be rolled back if something ever accidentally changes on the Windows side! I enabled "create restore point in the right click desktop menu" via Winaero tweaker in order to easily do this. I actually used this once after the screen started feeling kind of off after accidentally messing with display settings and it totally saved me, screen felt normal again after I rolled back to the restore point.)
Also, since 90% of the time I use my Windows laptop as simply a thin client into the MacBook, I used the SharpKeys app to remap Left Alt to Left Windows, and Left Windows to Left Alt, so now I can use Alt (AKA rightmost modifier key on a PC keyboard) as the command key to get the same keyboard ergonomics as the actual MacBook.
Donux Macbook does not allow login with lid closed
Works for me as long as the Mac is plugged into power, aside from a few times where it was glitching out. You can also force the Mac to stay awake even if the lid is closed with a Mac app called Amphetamine
Donux this beats VNC, which is absolutely terrible and no way could be used as remote desktop setup
Are you saying the display quality / reading comfort is also better than VNC? Or just the input lag and perfornance? If it's comfort too I wonder what makes them different… maybe the fact NoMachine allows disabling hardware encoding and decoding entirely? Because yep I have all those "disable" boxes checked in NoMachine page peel -> display settings (aside from multi-pass which I change depending on the task) and frame rate locked to 30FPS. I also disabled use hardware encoding and use acceleration in NoMachine server perfomance settings.
Which Lenovo laptop? Same as mine or something newer?
Edit: Read your posts and it's X1 Yoga gen 3 WQHD, correct? Does that mean you're running the Mac through NoMachine at 1280x720 "non-retina", because NoMachine doesn't support HiDPI? If so that's interesting as that means you're also getting the benefits of "True non-Retina" sharp and pixelated style rendering.