I went to Google and found https://forum.parallels.com/threads/sql-server-on-windows-11-m1-macs.355462/
The gist seems to be
- SQL 2019 does not run on Paralells.
- You can install Azure SQL Edge in a Linux container.
- SQL 2012/2014 32-bit run on Parallels.
SQL 2012/14 are very outdated. Azure SQL Edge is the best bet, even if there are some differences to SQL 2019.