MacBook Pro Retina Late 2013, 2 Thunderbolt Display + Parallels Desktop 11 Pro with Windows 8 and i have same issues. Parallels, when you fix it?
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Same issue here. Any notification from my Mac (Mail, Wunderlist, Outlook, Safari tab time-out, etc.) that comes in, my Win10 VM completely freezes until the Notification goes away or is dismissed.
Running the latest 10.11.1 (15B42) version of El Capitan, Parallels running 11.0.2 31348. Just sent in trouble ticket.
Also, performance is just plain bad switching back and forth between Mac and Windows - I thought the new Parallels was to improve performance? Not good.