Hi,
registered to explain what i had experienced and what i did to resolve my issue.
1) The issue showed up when using an APPLE keyboard within Parallels Windows VM.
1a) keys would not function like a Windows keyboard. For example Apple key + TAB would not do the same as WinKey+TAB to display your windows Virtual desktops.
1b) i had issues with my shift key when trying to RDP within Parralells Windows VM to another remote desktop. (same as everyone reported)
1c) any windows based key combinations that I would try within Windows VM while using Apple keyboard would invoke Apple shortcuts, like opening spotlight or switching spaces...etc
My solid solution:
I connected a Windows Keyboard to my laptop and in Parallels menu selected -> Devices -> External Devices -> USB Keyboard (to be assigned to my Windows VM)
This completely solved it for me. Only caveat is that i have to use two keyboards. One - the windows keyboard for my Windows VM, and secondly, the Apple keyboard for anything outside the VM.
The great news is that all your Windows Special keys combinations work very well within the Windows VM like i initially had tried to do (1a above) Also, this solved my SHIFT key function issue that I was experiencing and that others have identified.
I hope this really helps. If I'm not clear on what I had explained, just ask.
Thanks
Leo.