My Firewire/Thunderbolt device is not working in Windows virtual machine.
Only Firewire/Thunderbolt storage devices (external drives) are supported in Parallels Desktop.
NOTE: For more information about the use of Firewire/Thunderbolt storage devices, see KB 5161.
Non-storage Firewire/Thunderbolt devices such as scanners, printers, video/sound cards, etc are not supported.
Some external displays that connected to the Mac via Thunderbolt can be used in Windows virtual machine as well.
To avoid issues with the display connected this way, make sure it is not forwarded directly to the virtual machine. You can find out by going to Mac menu bar > Devices > USB & Bluetooth. Your external display must not be checked in the list.