The Summary says it already. This looks like the same problem as in Bug #10691 (after closing the active tab, not the newly activated tab is closed on Ctrl-Shift-W, but the last one). Pasting happens into the last one, too.
Yes, it looks similar but still different... will have to take a look.
The right-click context menu is also not showing.
Fixed by http://git.xfce.org/apps/xfce4-terminal/commit/?id=f0c77ec63b92ea31e3097704438d7d4f0b5e1bf6