When connecting to a Mac using NoMachine, and then using a Parallels Virtual Machine inside the NoMachine session, the shift key has no effect and as a result characters such as brackets, curly brackets, asterisk etc don't work, while capital letters can be got only using Caps Lock.
The same problem affects other modifier keys like Ctrl and Win keys.
A possible workaround is to set:
DisplayServerExtraOptions "-oldeventapi 0"
in the node configuration file, /usr/NX/etc/node.cfg.