Hello,
For us to further investigate the issue, kindly provide us with the below information:
1. Use the link below to download and install Parallels Desktop 18 latest build and verify if issue is present in Parallels Desktop 18.3.1 (try with the trial version) : https://download.parallels.com/desktop/v18/18.3.1-53614/ParallelsDesktop-18.3.1-53614.dmg
2. If the issue persists, kindly collect a technical report (right-click Parallels icon in Dock > Help > Send technical data > check "Attach screenshots..." > press Send Report) and provide us with the report's 9-digit ID in reply to this post.
Thank you.
In order to stop windows from crashing when creating a shortcut you need to stop sharing macos files with windows. The crash happens with you have common desktop between macos and windows. You need to separate those.