I have a similar issue. Hardware is MBPr 13 inch Mid 2014 running OS X Yosemite 10.10.1 and Parallels Desktop 10.1.2 (28859). With the latest Windows 8.1 running as a guest, if I close the lid and wait a few minutes, and then open the lid, OS X and Windows resume without issue. If however, I let it sleep overnight, most of the time, I am greeted by a black screen of death and have to press and hold to power off.
I have gone through all of the normal troubleshooting steps with Apple support over the phone, including disabling all other 3rd party software, resetting the SMC, BIOS, etc. I took the hardware into Apple and had the geniuses check it out for several days, running various hardware and software tests, running a known good external drive image, etc. They even completely wiped the drive and reinstalled OS X. I installed a fresh copy of Parallels, and a fresh copy of Windows 8.1, and have ended up with the same result. This is a Parallels 10 bug.
I have gone through all of the normal troubleshooting steps with Apple support over the phone, including disabling all other 3rd party software, resetting the SMC, BIOS, etc. I took the hardware into Apple and had the geniuses check it out for several days, running various hardware and software tests, running a known good external drive image, etc. They even completely wiped the drive and reinstalled OS X. I installed a fresh copy of Parallels, and a fresh copy of Windows 8.1, and have ended up with the same result. This is a Parallels 10 bug.