Is the guest OS protected by an unadvertised firewall when it is virtualized in Parallels?

Hi,
I have a virtualized Windows 11 Pro installation on my MacBook Air and recently tried to RDP into it from my Mac Studio. Established a connection on a home LAN between all three (MacBook<->Mac Studio<->virtual Windows 11), not through the wifi network from which all get their internet connection and made sure all three ping each other, which they did. As far as addressing, the wifi connection and the LAN are two separate networks: 192.168.x.y and 10.42.x.y respectively. Network connection worked fine, on both networks. But when it came time to RDP into the Windows installation from the Studio, I hit a wall: no matter what I tried, enabled and allowed on the Windows guest, nothing worked and I got the dreaded:
error code 0x204.
Windows guest's network config is: Network 1 is on the shared connection-> this is where it is getting its internet connection. Network 2 is bridged and the source is the Ethernet adapter on the MacBook (I have a USB-C-to-Ethernet physical adapter that serves the purpose). The addres of Network 2 is manually set on all three machines.
Since I exhausted all avenues with Windows Firewall on the guest, the only other obstacle I can think of would be some kind of a firewall that Parallels would apply on a guest OS that is not advertised. Is there such an unadvertised feature?