Could I be sued by the HS2 devs? The creators of the mods used? The studios behind the games I make the parody of?
Strictly speaking ? Yes, yes and yes.
Now, practically speaking, Illusion studios where created to be used that way,
as long as you keep the copyright notice added to each screenshot. But they never cared a single time about what people were doing with their studios, and never sued someone. So, now that the company do not exist anymore, there's even less risk that it happen.
Mods creators also have full rights over their creations. Technically they can sue you, but few know it, even less care about it, and near to none have the money, and time, it need for this.
What leave the IP owner... And them it's another story. They are the more likely to no be pleased by your game, especially if they don't at all target a mature market.
The risks that they effectively sue you is relatively low, they would firmly ask you to stop doing what you are doing, and like you're not an idiot, you'll comply. But this doesn't mean that there's no risk that you happen to be "the guy too much", and that they use you to send a strong message to the world: Don't mess with our IP.
To this should be added a point that you haven't named:
Whatever service you'll use to get some money from your game will most likely don't really appreciate that you use them for what happen to be an illegal activity. They wouldn't sue you, but can perfectly kick you out of their customer base.
