Any resolution to this. I am having the same problem and it is quite a hassle for me. I am running OSX High Sierra and attempting to share with Windows 10 Pro. It works fine on Windows 7.
PROBLEM
Hi guys, this worked for me. I had Parallels 12 for mac sierra. I then uninstalled both windows and parallels. later i installed parallels and windows. but the drives were not showing up in windows. I tried changing all the settings and parameters but in vain. i even reinstalled the whole thing couple of times. but nope still not working.
all this time (from second installation onwards), i was trying to install the software and the OS in one of my SD cards and in another folder of my computer. i tried to reset all the settings to default. nothing seemed promising.
SOLUTION!!
I uninstalled the windows OS again and tried to reinstall it once again. BUT, this time i did not install it in the folder or memory space (external SD card) i wanted, but rather installed in the
shared folder (which is the default folder recommended by parallels). this selection has to be made when you install the new OS using Parallels.
There are three folders in USERS FOLDER (click 'Go' from Finder, top of the screen - Macintosh HD - Users) (in Mac OS), namely 'user' (your personal stuff), 'shared' and 'guest' (seeing a guest account depends upon whether you have turned it on or not). So, in summary,
i installed my Windows OS (win7) in shared folder and now it works like a charm. i can find all my mac drives in Windows and even USB drives are shared. the clipboard is also shared.
PS: Forgive my bad English (English is my fourth language) and this is my personal experience and there could be some technical mistakes that i have said. kindly forgive me.