WINDOWS DELETES PERMANENTLY with that setting disabled

From time to time I unintentionally delete a file in Windows and want to restore it, but it's not in the vm's Recycle Bin. I don't know why or how to fix it.

I have Windows 7 with recycle bin set up to NOT permanently delete files but rather to send to the recycle bin.

With delete confirmation turned off all of my deletes were permanently deleted, not sent to the recycle bin. I turned on delete confirmation and when I delete a file it asks "Do you want to delete the file permanently?" In either case, the file is permamently deleted which is not what I want. In the vm configuration for sharing I have "Merge Recycle Bin with Trash" turned off, though when it was turned on the behavior was the same.

I can see in Windows Explorer (File Manager) the Recycle Bin folder and also the $RECYCLE.BIN folder, the former is always empty and the latter has desktop.ini but none of the files I have sent to the Recycle Bin.

QUESTION: Is there another setting or way I can have a Windows delete send the files to the vm's Recycle Bin where I can restore them?

I have Parallels 11 and MacOS 10.10.5.

 

I just realized that the files that are permanently deleted are in Mac folders that I mapped in to Windows. (The Windows side files when deleted are sent to the Recycle Bin, so it's not a Windows configuration problem.)

NEW QUESTION:
Same as before, really, but amended to ask if there are settings that allow me to do a soft delete while in Windows of files that are in Mac folders?
(I tried the vm configuration for both "Merge Recycle Bin and Trash" on and off to no avail.)