I'm with
@GregWaterloo on this one. Well said.
Took some experimenting with settings, but I have Parallels Desktop Pro 13.3.1 on MacBook Pro (13-inch, 2016, Four Thunderbolt 3 Ports) macOS 10.13.5 working perfectly with windows 10-1803 build.
My setup:
2 x External Asus MBP169 1920x1080
1 x MBP Retina Display
I have Windows running on both Asus monitors and macOS work Spaces on the Retina Display.
* [Technically since Parallels doesn't have the option to hide displays from Windows, I also have a Windows fullscreen 'workspace' on my Retina display but is unused and hidden from view. The only downside I can think of at the moment is a performance hit, which has not been noticeable so far]
-= My parallels settings: =-
Full Screen:
[x] Use all displays in full screen,
[ ] Activating virtual machine shows all it spaces,
[x] Optimize full screen for games (Ctrl+Option to break free and use macOS shortcuts if I have a Windows 10 monitor in focus).
Hardware:
[x] Best for external displays
-= macOS settings =-
Mission Control:
[ ] Automatically rearrange Spaces based on most recent use (I use Ctl + 1-7 to switch between specific work spaces]
[x] When switching to an application, switch to a Space with open windows for the application
[x] Group windows by application
[x] Displays have separate Spaces <--- Turning this off doesn't make sense in seeking the function the OP was looking for.
I am able to code with Visual Studio, and Excel + intensive graphing programs on the 2 Windows 10 external monitors. I also have multiple Windows 10 desktops I switch between.... I have macOS: Xcode, Sublime Text,... etc. only on my retina display.
** Most importantly I can bounce or click between monitors without my retina MBP display switching to the unused Windows 10 fullscreen space. And the external monitors stay on Windows 10 full screen spaces.
Hope that helps Parallels support in keeping the existing functionality, and or provide some settings for people to experiment with.