The most likely reason for this to happen is that there is not enough memory available in the Windows 11 virtual machine (Parallels Desktop) for Nebulb to be able to save all the project information on the hard disk.
To avoid this problem what you can do is to expand the virtual memory of Windows 11 and then Nebulb will have much more memory and will not have any problem to save the projects.
To do this you should go to: Settings → System → About → Advanced system settings → Advanced tab → Performance Options → Advanced tab → Virtual Memory → Set a larger custom size.
Below, you have a screenshot where you can see how I have expanded the virtual memory of Windows 11: I have set it to a minimum size of 8 GB and a maximum size of 40 GB.
This means that in addition to the real RAM memory that you have assigned to Windows in Parallels Desktop (which may not be much), Windows can use up to 40 GB of additional virtual memory (in this example that I give you), so that if Nebulb needs more memory than the real one, it can use the hard disk to continue working (virtual memory).
It is true that the virtual memory is slower than the real one, but this is a good way to avoid this limitation in the cases in which the memory assigned to Windows is insufficient to be able to work with Nebulb.