Hi @Andy YOU ,
1.Is there keyboard setting in Parallels 16?
2.If install "Microsoft remote desktop" app from windows store on your VM, will the same issue happen on this app?
1) Parallels 16 does not have any keyboard settings. It has a way to create menu items that generate customized key combinations (i.e. Ctrl+Alt+Delete) but nothing that alters the behaviour of the keyboard.
2) Hmmm... interesting idea. I'm old-school, I hadn't thought of that. But it works! The app-store version does not have the full-screen-breaks-shift-keys bug!
Thanks again for your investigation and for pointing me in the right direction!
Cheers,
Steve