I run Parallels 14 on Mojave and Windows 10 as guest. In Windows 10 when I use Microsoft RDP, the Shift and CTRL don't work and many keystrokes also fail. I tried this in the boot order but it didn't work. https://kb.parallels.com/123602
Hi IanV2. Please start the virtual machine, select Actions (from the Mac menu bar) -> Configure -> Hardware -> Keyboard & Mouse. Then set the keyboard option to 'Optimize or Don't optimize for games' and check whether the keys are working fine in any one of those options.