Ever since updating to the latest Parallels version, Ctrl+Shift+Space doesn't seem to work for entering non-break space. In fact, this shortcut just isn't detected at all. Not even when I tried adding a custom shortcut - it doesn't seem to register the Space when entering shortcut combinations in settings. I also had issued with Ctrl+Enter, which was used for confirming segments in MemoQ, but I managed to get around it by adding that shortcut in keyboard settings. No such luck with Ctrl+Shift+Space. It seems to be related to the new update as I never had this issue before.
