Unable to run Azure custom speech client app in a Parallels Windows environment on Mac

I've built a WPF app which calls the Azure custom speech service. The app runs fine on a Windows device, but an exception's raised when the call to Azure is made when running in a Parallels Windows environment on a Mac. When I first hit this issue, the exception said that Microsoft.CognitiveServices.Speech.core.dll couldn't be found, even though that dll was in the same folder as the running exe. The app was rebuilt to reduce the number of dependencies, and now the exception is simply that a dll couldn't be found. Given that we don't hit the issue on Windows device, I'm assuming something needs to be installed or configured in Parallels before the call to the Azure custom speech service will work. Could someone suggest steps to fix this issue please?