Tilde when clicking key

Inside bash, interpreting these keys is handled by the readline library, which will see those sequences and do the correct actions. Outside bash, you're relying on the tty line discipline to interpret them. See this recent question and its answers for more info on that process: Clear / erase a mistyped invisible password on a shell / terminal in Linux

The line discipline doesn't handle keys like Up, Left, Down, Right, and Delete. If I run nslookup myself in an xterm right now, they do the same thing -- that's normal behavior. (I don't have winexe to test).

Backspace is a different issue. You can change what the backspace and delete keys send in the Tilda preferences window (under Compatibility). Or you can make sure that your TTY is configured with the right characters by checking the output of stty -a, and setting the erase character to match what's being sent with stty erase ^?.

Try Shift+Page down or something similar (eg. Ctrl+Alt+Page down).

Page down sends the page down key to the program running inside the terminal. If that's your shell (bash/zsh/whatever), it probably doesn't accept the key combination, and ends up trying to parse the encoded key, which contains ~.

It's more likely you were scrolling in your terminal program itself, using the scroll bar or something similar, so you want a key that your terminal program accepts directly. You didn't specify which program you're using, but Shift+Page down is common. You can also try different modifier key combinations; your terminal's key binding setup might also have more information.