Cannot get euro or hash sign using option+2 or option+3

I have MacOS Big Sur 11.2, Parallels 16.1.3, Windows 10 and MS Word 2013. I do have Parallels Tools installed for the Windows VM.
I have a UK MacPro keyboard with euro shown on the option position on the 2 key and the hash shown on the option position on the 3 key.
(The @ is on the shift position on the 2 key and the £ is on the shift position on the 3 key)
I have set language to English (UK) in Windows language setting and in MS Word.
In Mac OS I get all the correct shift and option results with the 2 key and 3 key.

PROBLEM is: in Windows (e.g. in both Notes and MS Word) the option+2 and option+3 does nothing when they ought to produce a € and a # respectively.

 

Hello, did you check this KB article?
please let us know if it's not that case.