Summary is pretty much it. When you select a shadow desktop the "Settings" button is grayed out, thus making it impossible to select which screen on the server you wish to shadow. I've got an Xorg setup where my physical screens occupy one X11 screen (:0.0), and I have a virtual (dummy driver) screen (:0.1) for testing various things. I was hoping to be able to connect to that virtual screen and have it display on the OpenNX client.
My understanding of X11 suggests that this should be possible, but maybe this is a feature request rather than a bug.