NetGuard has to be installed separately for Work profile. After that, open Netguard app in Work profile and manage therein the internet connectivity for apps installed in Work profile.
As for Parallel apps profile installing and running Netguard in it breaks internet connectivity for all apps in main profile as well as Parallel apps profile.
In order to restrict internet connectivity for apps installed in Parallel apps profile these are the requisites needed and the steps to be followed:
the app must be installed in both main profile and parallel apps profile. Keeping an app installed only in Parallel apps won't work with NetGuard.
Netguard must be installed only in the main profile. Installing it in Parallel apps would cause only headache later on.
Open the Netguard installed in the main profile. If you restrict or allow internet connectivity for apps installed in main profile then the same apps installed in Parallel apps would be affected the same.
For example, if you install Firefox in both main and Parallel apps profile and you restrict internet connectivity for Firefox in Netguard for main profile, then your Firefox in Parallel Apps would also not get internet connectivity!
If you plan to keep an app installed only in Parallel apps, then you're gonna be disappointed. You won't be able to manage to get internet connectivity in it so long as Netguard runs in either main profile or Parallel apps profile.
OnePlus' implementation of Parallel apps user is not akin to how a Work profile is implemented. That's why having Netguard installed in Parallel apps would break internet connectivity for all apps. It is not Netguard's fault if you must know.
I tested my solution on a OnePlus 6 running Android 10.
1. How to install any app as a parallel app in OnePlus 6?