I am having this problem as well.
Only started with Parallels 9
Running a program called Ostendo (Server based ERP), its happening both on a windows 7 and windows 8 install on Parallels 9
last character when copying from any mac screen is lost when pasting into Ostendo. This WAS NOT a problem with parallels 8 or 7 or 6 or 5.
paste work fine in other programs I have tried.
Tried all the usual fixes, reinstall Parallel Tools, tried running the program in different compatibility modes. NO LUCK.
If anyone can assist me that would be great as its a MAJOR bug for me.
Thanks