I've continued this post in "Looking at awarrenhttp_access.log for FQDNs" as I was having problems doing that, and through that post I found a domain that pointed me in the right direction, but is still ongoing in trying to fix the issue with Parallels Access.

Hi, I have an XG125w (SFOS 18.5.2 MR-2-Build380).  I’m trying to run Parallels Access for Mac on an M1 MacBook running Monterey.

I can't log in on the Access app because a secure connection to the server can't be established.  

I can’t find anything in the logs (firewall or SSL/TLS) but when I use a test bypass rule for the laptop, I can login to Parallels Access for Mac.  

Any ideas which ports/domains need to be open or not inspected?

thanks.