I had an issue with a Sony DCR-SX45 & Sony SCR-SX85. I assume the issue would be the same with other similar devices. Not all will be affected by this issue though, and will be fine working in the default setup.
Parallels 9, wants to "share as web camera", leaving the device to show up in the directory as a network device. In this way, you can still access files on the camera from Windows. This should be fine for most, however, in my case, I use a proprietary software. That software conducts a series of "Tests" before allowing me to proceed, amongst other tests like testing for specific applications installed, it checks the Camera device to make sure its not "an internal drive, or network drive." The reason for that, is so that the user is less likely to choose the "wrong device." In most cases, there will not be anyone that really needs to select a network device. As far as I know, there are only a couple of us out there even running a Mac.
The solution was really simple, just untick the box to "share web cameras", and this should work.
I think that box should be unticked by default, as most, if not all Macs running PD9 should have a built in webcam, and I don't see that may would need or desire to use a Sony Camcorder as a webcam. I also did not even try to use it as a webcam, so I don't know if the Sony cameras even support it as one.
As as PD8 goes, USB support is still lost in DP7, and I think that the other USB issues that those with ML are experiencing with PD9 are probably not the issue.