At least no luck with Manjaro 21.01 or Garuda latest (stops to load the GUI using live media).
Existing Kali 2021.1 stops working after I updated the client tools. Maybe that's because of the manual patch I applied before to get this running.
Not critial since I can rebuild this pretty quick.
Currently testing PopOS latest version which seems to work well. Tools installation went well and shared folders are working as expected.
At the moment I'll stay on the alternative software which works pretty well with all listed OS since I require my stable pentesting lab even if the performance is not as good as Parallels.
But good to see Parallels is going into the rights direction.