No sound at Catalina 10.15.2! (Parallels Desktop 15.1.2 for Mac)

I also tried enable Sound output/input for VM, and tried HD audio and AC97 in advanced menu, and tried change sample rate in VM, both does not work for me!
 
I do have the same issue - which btw was a pain to find out.
Is a solution available yet how to use the Parallels hypervisor without breaking the sound?
Thanks for a short feedback.
 
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