May there are peoples than more than me have a direct experience on Parallels for Mac.
I am using my 3 Macs natively in dual boot. BootCamp, no way to use Parallels here. :-(
AFAIK there aren't exposed places to change the document path out of the installation time. Other changes are to be done with a black hat.
N1MM+ use, somebody could tell if I am wrong, registry entries to point on the window document directory. It doesn't use any dynamic pointer offered by windoze after the initial setup.
I would suggest, assuming a lot of thing from what you wrote, to change the second request of a path during the installation with the proper pointer to the Mac volume document directory. Using the proper syntax as you are writing it in windows dialect. BTW, the Mac volume become another drive letter isn't?
Any other change would involve registry and/or .ini (MS) modifications by hands.
This will move the whole N1MM+ set of N1MM+ "used as document container", ... some subdirectories, into the place you want. Take care.
Out of this it would not be a standard installation. Again take care, i.e. when you will try to edit text files. If it will work, again and again, exercise it all as hard as you could, i.e. out of any operations try to reload the S3DB file with thousands of records < ADIF. Do everything that could be wrong on that DB and look for any problem(s) weel before to to try it on air. Hammer it all to be confident when in needs.
73 de iw1ayd Salvo
PS I have no Paralles here but if you need try to drop me a me off-list, I don't how much it could be interesting for other OM. :-)