What typically causes this is the Parallels VM going to sleep/screen lock mode, (usually, when it's in full screen mode), and then the Mac goes to sleep or has its screen locked. For whatever reason, Parallels can't handle this common scenario with the screens locked at both the Mac and VM levels. When you come back and see the black screen, just tap your delete/bck-space key several times, (to clear any inadvertent characters you may have typed into the password box, (that you can't see due to the black screen), and you should see your Mac keypad light up. Then after you're sure you've back-spaced enough to clear the hidden password box, enter your Mac password carefully. Then, you should see the Mac's screen come back, with the VM's lock screen showing. It appears to me that the Mac is sitting their waiting for its password to entered, but due to the double level screen lock, the screen stays black, so just carefully type in your password and hit enter, and it should unlock the Mac.
I also went into System Preferences->Energy Saver, (and possibly, the Security&Privacy settings too), and played around with my settings. I initially set it up for the Mac to NEVER go to sleep, and rebooted, and then, when I changed it back to turn the display off and/or sleep after 10-15 minutes, I stopped having the black screen issue altogether. Hopefully, this hack/fix will work for you too, and if not, the first solution I gave above, should allow you to avoid rebooting etc. altogether. It's a shame that we can't get better support on some of these common problems involving basic functionality such as the screen(s) locking, or the Mac going to sleep and turning off all USB ports etc., (thereby crippling the VM if it's dependent on a USB device e.g., a VM running on a Windows To Go flash drive, or external HD etc.).