the same nono full black screen
The program is named nano. It is a text editor. The command to exit it is the 1980s-style ⎈ Control+X key chord, that is displayed right there in the 1980s-style menu lines at the bottom of the text editor screen.
the complete black window
This is a virtual terminal a.k.a. virtual TTY being presented by your guest operating system running in the virtual machine. (Yes, it is a virtual thing within a virtual thing.)
You can switch amongst several virtual terminals with the key chords ⎇ Alt+⎈ Control+F1 to ⎇ Alt+⎈ Control+F12, which might be hotkeys for your host operating system or translated by the Parallels Desktop's keyboard translation layer, and which thus you might have to simulate with other key chords in order to send to the guest operating system in the virtual machine.
Of course, the fact that nano's screen is visible on the virtual terminal does not mean that nano is running. Kill the nano process with the KILL signal, for example, which is what you might have done, and one is left with the nano menu lines on screen and the shell prompt somewhere in the middle, mixed up with whatever text one was editing at the time.
In such a situation ⎈ Control+X and ⎈ Control+Z will indeed not appear to do anything. You will have already terminated nano, and the shell input prompt that you are now at does not do anything visible in response to those characters. (⎈ Control+X is the beginning of a multiple-character editing control sequence in emacs mode in ZLE and Bourne Again shell readline.)
Another possibility, hinted at by your claim that ⎇ Alt+⎈ Control+F2 did nothing, and on the assumption that you do know how to send this to the guest operating system through your host operating system's hotkeys and Parallels Desktop's keyboard translation layer, is that the virtual keyboard has a virtual modifier key stuck as depressed.
This is militated against, though, by three things.
nano displays a status message next to the menu lines in response to things like ⎇ Alt+⎈ Control+X (although things like ⇮ AltGr+⎈ Control+X can be ignored silently, depending from your chosen keyboard layout);
- you may already be using virtual terminal #2, in which case switching to it will indeed be a no-op;
and
- if the stuck modifier were ⎇ Alt or ⎈ Control, pressing those should have un-stuck it for the guest operating system.
The issue is solved as I get an option to stop the VM later on in the same window than the remove.
After all of the things that people say about exiting emacs, exiting vim, and exiting vi, it is very amusing to see the "solution" to exiting nano presented as being to restart the entire (virtual) machine. ☺
Further reading
nano!. – JdeBP Dec 21 '17 at 09:40