I have run 4.2 for 10 days now and I think that the memory usage problem is gone. The processes use a few hundred MB, but that is still far from the multi-GB I saw before. On the other hand, 10 days may not be long enough to be certain.
Thanks, unsetting the key worked. The keybinding to open the menu is Alt+Ctrl+0 (which I’ve understood is easily confused with AltGr+0 because NoMachine is not the first program to have had such a bug).
I think having Esc close the menu would be a good thing. Good idea.