Why is my WD My Passport Ultra become unusable a lot

"VM's can be tricky! Unlike a dedicated OS VM OS's are dependent on both the base OS and the VM OS you are running the action in.

So disconnecting the drive within Windows doesn't clear the MacOS's connection and you also face the same issue the other way around if you disconnect the drive within MacOS while Windows is still running!

I would make sure your Parallels software is upto date and see if they have any reports of issues with Western Digital Passport drives. You might also contact Western Digital as well. If neither party has any info on this problem then I would assume the drive is failing and needs to be replaced. Is is still under warranty? I would get it replaced that way and you might want to double check if another Passport drive encounters the same issue."