If you are still reading this: Parallels Desktop 11 Transporter Agent has no valid documentation and lacks the feature you are looking for. Yours is the only question I've seen about this problem, too.
I have struggled with the same issue as you. I've run Migration 4 times, and have a good handle on how it works. I've found a workaround to get the result you want.
Parallels Tech Support does not know this version of their Transporter Agent migration product, and has no idea what you are talking about, as you know from the answer they gave you above.
Most searches here describe features like setting up your VM "Like a Mac" (files moved to the Mac) and "Like a PC" (files left in Windows VM). These features are obsolete - they do not apply to this version of the Transporter Agent.
There is NO migration option currently available directly IN THE MIGRATION PRODUCT to accomplish what you are describing.
No matter whether you migrate via network or via external storage, your Windows files will be copied to a temp folder in your Mac/Home, deleted from your windows VM, and then from the temp folder copied to the Mac user folders (Documents, etc.). The temp files have names beginning with pr_pt and then some random numbers and letters. (They are sometimes left behind, with empty subfolders, but they have either disappeared now, or I can no longer find them.)
If you migrate via the network, this just happens. You have no choice, no option. Documentation says you can control the destination of files - false. You can only control the location of the .PVM file itself.
If you migrate via external storage, a giant .PVM file will be created on the external drive. This .PVM file contains all Windows programs and data.
If you then complete migration from the Mac side, that PVM will be split just as if you'd migrated over the network - the data files will all wind up on the Mac side. If isolation is on, you will have no visibility from Windows to any of your data. If isolation is off, then if sharing is on, you can see your files through the mounted \\Mac\Home network "drives." If shared profile is also on, you can see your files through Windows 7 Libraries, which are links to your \\Mac\Home. There is no longer any data in Windows. (I don't know how the shared profile works with XP, 8, 8.1 or 10, but there would be something similar. Apparently Libraries by default don't show up in some or all of the newer releases of Windows, but can be turned on.)
Here is the undocumented way to get the result you want.
First, migrate Windows to external storage. Plug the drive into the Mac.
Then, do not complete the Parallels migration process. Instead, just COPY the .PVM file from the external drive to the Mac. You should probably put it where Parallels usually stores virtual machines, in Home/Documents/Parallels.
Run that. (I don't remember if you have to do something so that Parallels Desktop will find the new VM, but I think it was pretty obvious.) All your Windows files are still in that .PVM file, not on the Mac. You can isolate Windows from the Mac if you choose. Unless you need access from the Mac, why not? Malware encountered through Windows can do bad things to network attached folders, like delete them - and if you have any sharing with Mac enabled, the Mac folders will at least show up as mounted network drives.
If you migrated more than once, all of the files on the Mac side will have been duplicated (not overwritten). They will have names like <document> (2).<filetype>.
Whether you previously only migrated once, or more times, you have to clean up all the files that Parallels migration dumped onto the Mac side. If you already have any Mac files, be careful not to delete those. If you've run Photos or iMovie, they will have created empty Mac libraries in the Pictures and Movies folders, and if you delete those, you will have problems starting up Photos and iMovie again.
I am a new Mac user, and a new Parallels user, so I am just figuring all this out.
Parallels support may be friendly, but at this probably not helpful. The person I spoke with - for 1 hour, 20 minutes - had never heard of my problem and was convinced all data files would be stored in the PVM after completing the migration process. He put me on hold a few times to confer with his resources (presumably his manager or other members of the support team). He told me my case was of interest, because they had never heard of this before. In the end, he just emailed me some useless links about migration, and told me to try again. He also told me trying again would overwrite and not duplicate files, but that is not true.
Since you posted your question back in October, they have had evidence of this problem but did not update their internal knowledge base.
Things might work out differently if you simply go through the process of installing a clean copy of Windows in a new Virtual machine, but I have not tried that and don't know if your Windows folders would be redirected to the Mac side even in the brand new machine. It might work out fine.
One of their links to articles about migration mention that you can migrate data using Apples Migration Assistant, or by copying files manually to the Mac. However, Apple's migration is intended to move files over to the Mac side, to fully convert you to a Mac user, and will try to set up email accounts, contacts, calendar, photos, videos, iTunes, and other system settings for you on the Mac side, based on Windows data. Manually copying files means copying them to the Mac side, though you might be able to copy them manually to Windows. That means: migrate using the Programs only option (or install a fresh copy of Windows), then copy your Window data files over to the new VM. I'm not sure if this will work, because of the way Parallels sets up links to user folders, but one could try it.
If you are not installing Windows from scratch but want to migrate your existing Windows system to preserve all your Windows and program preferences (i.e. the contents of the Windows Registry and the Program Files and Program Data folders among other things, or maybe you don't have access to Windows installation files), then the option to take in the Parallels migration process is to migrate programs only, and then try to manually copy your data files into the new VM through network access, or from a CD.
Perhaps other people migrating from Windows to Parallels 11 will find this post and get some help from it. Perhaps Parallels support will also learn more about how their migration assistant works; and perhaps fix it to include all options, or document the process as it exists. Maybe even explain what steps you can take to achieve isolation with your old Windows data in the VM, such as the one I describe here.
If you want to contact Parallels tech support - well, you only have 30 days of free support. You have to request a support code on their support pages first. Their phone number is buried but actually can be found on their web site. You have to click the link "Show All" at
http://www.parallels.com/products/desktop/support/, near the very bottom of the page. Their phone number is
888-811-2489, and there are other support options shown including Chat and Skype.
Good luck to everyone using this edition of Parallels Desktop.
