I've got some good news..
I updated my mac OS to 10.15.4 beta 3 couple of weeks ago, and this fixed some issues i was having with my eGPU. I also noticed windows 10 latest update fixed some issues with bootcamp that existed in 1903/1909 update during last year.
Given mac and windows running better i decided to try parallels again with version 15, and so far i have not had same issue for good 20 odd hours of usage.
Just confirm i'm running
macOS 10.15.4 Beta (19E242d)
Parallels Version 15.1.3 (47255)
Windows 10 (1909) - OS Build 18363.720
I'm expecting macOS to release 10.15.4 soon, i will upgrade to the final release.
Overall so far, running all the latest updates seems to have fixed the problems, but i been here before..