I believe that yesterday my problems could have been caused by github extension that installed with Visual Studio inside the VM. It would just freeze at an unexpected moment. I tried to reset VM and then Parallels crashed the system until it became unresponsive. Somehow I was able to run the image. Then, just by accident I left the machine and the studio showed me an error saying that this extension caused 56 seconds of unresponsiveness. This has never happened before, but I disabled the extension and thought I solved the problem.
Today when I ran the VM again and left, Mac went into sleep and never woke up, not just the VM - the whole macOS. As I mentioned before I had to use hard reset. I was not able to make it working, but luckily I made a backup yesterday when it still worked. So after I restored the image from time machine, it started without issue. I believe if my Mac will go to sleep again, I might have the same issue. Maybe that second crash was caused by another problem - the one for which Paul Chris gave a suggestion. But it also seems to have damaged the image.
Another possible explanation why this started just now, after I used the system for more than two years, would be that I installed a local samba server and connected to it both - the host Mac and the guest Windows OS's.