I'm also running Windows 10 in OS X El Capitan and I've been encountering issues with display settings and management since updating Parallels Desktop to version 11.0.2.
I'm on an Early 2015 13-inch MacBook Pro with Retina display and I'm using two Thunderbolt Displays in "close-lid" mode. Since the update, both displays are identified in Windows 10 but their position is switched: display #1 appears on the left when it should be on the right and vice versa. Trying to reorganise displays positioning by dragging display #1 to the right of display #2 and applying changes has me trying to blindly work out the movements of my cursor as when I move it on one display, it is actually active on the opposite one...very strange indeed!
It's difficult to explain but very annoying. I have tried disconnecting both displays then reconnecting them, reconnecting one then the other, reinstalling Parallels Tools, restarting the VM and OS X... Both operating systems (OS X & Windows) are up-to-date and again, everything was working juste fine until I updated Parallels Desktop to v11.0.2. I'd like to revert back to v11.0.1 but can't find a valid download link for it.
Please Parallels' team, fix this and provide us with a download link for v11.0.1 in the meantime!