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My bad. I assumed since they show compatibility with Yosemite 10.10.x that included the beta and DP. I guess not.
Sorry, that's what I tried to do. And have the same problem as you. It will start the install but when it reboots it's not finalizing the install.
I'm confused. The Official Parallels KB article suggests that Yosemite is fully supported for Guest OS installs in Parallels 9 for Mac....