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I had the same nightmare! The Parallels Support Team helped me out, that was a tricky one, glad it is now solved on your side as well! :-)
In my case the culprit was Kaspersky. I uninstalled the AV and was able to successfully launch Win 10 Pro with nested virtualization enabled. Hope...
Same problem here, just collected my report: Report ID: 305755290 Host: iMac18,3 running macOS 10.14.4 Guest: Windows Version 10 Pro Thank you!