I have the same problems listed. The system randomly reverses my caps lock key in the guest OS (Not just windows, It did this in Ubuntu also). Logging out, or shutting down the VM may be a work around, but is there a SOLUTION to this problem. If several of us are having this issue it is clearly either an OS X issue or a Parallels issue. And I'm pretty sure we can rule out OS X.
I do not always have the luxury, in the middle of a presentation or meeting, to reboot my VM. And honestly, I think it's insultingly lazy of the software manufacturer to have NOT solved this issue since posts for this issue go back almost two years.
--anthony