Pointer issues when using Parallels on Mac

I've just got Median XL up and running on my Mac (Macbook Pro 16" M1) using Parallels.

Most things works great, but I quite often (like every 1-2 minutes) have a "focus" issue for the mouse pointer and the keyboard where the windows pointer is visible on top of Median XL and I can't control the game with the keyboard. I then have to just click on the screen to make it "focus" again, now the mouse pointer (windows style) hides and I can control the game again.

So it seems like windows loses focus on the game for some reason but I can't figure out how I can change it. It might also be Parallels that loses focus and the pointer I'm seeing is from macOS and not from Windows.

Has anyone experienced anything like this and/or perhaps have suggestions on how to fix this?

Many thanks in advance!

I doubt it has something to do with MXL or D2.

FYI you can run d2 with wine in macOS (including d2stats).