I have the same problem. I have a MacBook Pro 15" Retina that I run with the lid closed. Have two 28" Apple Display monitors attached via Thunderbolt. When I start up Parallels 9 I see no Parallels Desktop window. If I press F3 to view all the open windows, the Parallels Desktop miniature window appears on "desktop 2" which is the rightmost monitor on the end of the Thunderbolt daisy chain. I can drag the Parallels Desktop window to "desktop 1" and see a portion of the Parallels desktop window to the left side of the screen on the left monitor. It is enough to drag the window back over to the second monitor on the right. Then all works just fine. When I shutdown Parallels/Windows 7 I drag the Parallels Desktop window to the left monitor before quitting Parallels. That way when Parallels is launched it shows up on the left monitor and I can drag it to the right monitor where I do Windows work.
A nuisance, but an easy workaround.
Hope that helps you with your problem. Hopefully, it is similar.
Paul
Last edited: Nov 12, 2013