@Phoeniix
I'm not a Mac expert, but going from a bit of Linux background, there is a chance that your problems may be caused by insufficient previliges, make sure you have read/write permissions for entire folder (maybe even change owner) or that your game folder isn't set as read only (since game stores save folder inside its Data folder), also you could try running .exe (if in parallels) from console or terminal, it may prevent game from closing or at least throw you some debug info into the console window. As for fullscreen bug, maybe try force -opengl on your game, again i'm not Mac expert so you will probably have to google on this topic. Maybe try log-in as root or whatever Mac uses as its admin account and try again.
If im not mistaken, parallels have 'additional libraries' or equivalent button, which allows you to add some windows related libraries to its system, like DirectX, mono/visual c++ libraries. Please look into this. Sorry i can't help more.
On the side note, as for coursework event, i think it is bugged, i also get stuck after 1 selection, no matter which option i chose. I ripped all images from the game and there is few new images in coursework route, so it's definately there.
-Cheers