Not sure if you really need the W10 machine in Parallels or if you are using it just to connect remotely to the other machines. If you need it just to connect to the remote machines, maybe the Mac itself has some tool to connect remotely using RDP protocol that has the feature you need?
Anyway, let's say you need/want to work in the local W10 (Parallel) and from it you want to connect to the other remote machines, I suggest you to install in this W10 the (free) software called Remote Desktop Manager
Once you installed it, you can configure in it all your remote machines and get remote control of all of them, yes it uses windows remote desktop, and yes, you can keep all of them opened alltogether.
Then from the "session" menu you can set the "Fullscreen" mode.
Let's say you are in full screen connected to the first remote machine, you can press CTRl-ALT-rightcursor , a menu will appear for quickly change the session you want to see between the opened sessions (your remote machines connected), everything using the keyboard, you don't need to use the mouse, so it's very quick.
This is not exactly what you asked but it should be quite fine for your needs I think.
The only problem is if then you also want to switch to the Parallel W10 to work in it, because it is not part of the remote machines sessions so you cannot select it with the key combination, in that case you would click the minimize icon in the Remote Desktop Connection Manager app to show your W10 machine.
That said I never used Parallels so I'm not sure if it will interfere in some way with my idea, that I tested in a full windows environment, without virtualizations.
Parallels makes it a little more complex but I also use a VPN to access their systems, so it's just nice to sandbox that so none of my non-work internet use goes through their VPN by accident. Even like leaving it connected by accident and watching Netflix! – Mr. Boy – 2019-08-15T13:52:27.903