On Parallels virtual machine start you can see the following error message while trying to connect a USB device:
Unable to find the parallels driver for USB devices
Parallels USB kernel extension (driver) can not be loaded due to operating system misconfiguration or permissions issues.
Restart your Mac into macOS Recovery. To do so, restart your Mac and hold down Command+R on the keyboard until the Apple logo appears on the screen.
Note: If you see a login window instead of the Utilities window, it's possible that you didn't press Command+R early enough. Restart your Mac and try again.
From the top menu bar select Utilities and then Terminal.
Execute the following commands consequently:
csrutil enable spctl kext-consent add 4C6364ACXT
Note: Hit return/Enter after entering the command to execute it. In the latter command letters in the last part must be in the upper case, otherwise, the command won't take any effect.
The result of performing these commands should look like the below image:
Restart your Mac into normal mode. To do it execute the command
rebootor select Apple logo > Restart...
After that start Parallels Desktop and run the virtual machine once again, then connect the desired USB device.