French keyboard layout : Caps-Lock not working like it should

MacBook Pro mid-2014, macOS Big Sur 11.6 - French keyboard (Not 'Français numérique')
Parallels Desktop 17 Version 17.0.1 (51482)
Windows 8.1 - keyboard : French (Apple) - Parallels
Tech report sent to Parallels : 379660671

On the French keyboard, with the Caps-Lock key, I should be able to get the accented capitals É È À or Ç.
Instead it gives me the numbers 270-9 respectively, just like with a simple Shift key. (Same happens with the %/ù key.)

Other anomalies : ~ (tilde) € \ normally produced with the Alt key, now require Ctrl-Alt combination. (?)

On the Windows side, the keyboard 'French (Apple) - Parallels' is selected as input method.
(I already uninstalled and reinstalled Parallels Toolbox, restarted Windows, restarted Parallels, restarted the Mac.)

No problem whatsoever on the macOS side.

Everything was working OK with a previous (a bit old) version of Parallels Desktop.
Stupidly I decided to upgrade my mac to Big Sur and was thus forced to upgrade and buy Parallels.
I noticed the problem above with Parallels 16 too, just before version 17 was proposed for me to download.

Any suggestion or help appreciated, thank you & merci.