I'm seeing an issue with USB 3.0 microphones running the USB Audio Class protocol not working on Windows 8 and 10. About 50% of the time, there is just no data transfer but the other 50% of the time the whole VM closes and I get a "Windows 10 Click to Start" screen. We traced this down to a reference firmware from Cypress that implements an example UAC device. It works perfectly in OS X and Windows 10 under VmWare. Seems like it's uniquely a Parallels thing. OS: 10.11 (was failing in older versions) Parallels: 11.0.2 (was failing in older versions) Windows: 10 Pro (was failing in older vserions)
That didn't help. I found a work around by setting "Devices->Sound->Input Devices" to my audio source instead of "Default" and then recording with the "Microphone (Parallels Audio Controller)". So it looks like Parallels can access the device as an audio source correctly. However, connecting the device directly into Windows with "Devices->External Devices" and then accessing that device to record in apps still doesn't function correctly as it does with a pure PC, Mac, or VmWare.
We've also found that if the device is plugged in 1/2 way or if there's a high speed hub in the middle then the device will work correctly as a high speed UAC device. This only fails as a USB 3.0 device on Parallels.