Change writing language

Hi,
I looked trough the forum but there wasn't a similar problem to mine.
I am running parallels 12 latest update, Windows 10 (updates automatically, unfortunately) and Sierra 10.12.
My second language is Bulgarian. I have set my language setting so that I am able to change the language on the mac. I have also installed the language package on the windows part as well.
I have set my spotlight command to be - cmd+space
To change language output - alt+cmd+space
When I am on a mac there is no problem, I change the language whenever I want and change it back as well. When I run windows full screen I use the same command to change the language and it works perfect.

The problem comes when I run windows in coherence. When in coherence there is no problem if I change the language input in a mac app, the problem comes when I try to type in word or outlook for example. When I try to change the language in a windows program the Bulgarian language input just blinks for a second and reverts back to English.
Does anyone know how to solve this problem?

P.S Running windows full screen is not an option as I change a lot between screens.

Thank you!