El Capitan: Finder file conflict? Files suddenly deleted

It happened now on three different occasions: I was doing nothing in particular on my Macbook Pro (El Capitan 10.11.5; 2,7 GHz Intel Core i5, 8GB DDR RAM, 256 GB SSD) working with some files in a folder, when suddenly the folder containing those files was empty.

E.g. one time I was renaming a folder and then opening and printing a pdf located in that folder. After successfully printing the file, I closed it and switched back to Finder -- to encounter the aforementioned folder to be empty and the just-printed pdf file gone, along with all other files that used to be in that folder. Then I noticed that the folder suddenly had its previous name (the one one it used to have before I changed it). I found the vanished files in the trash and one of the lost files in the superordinate folder (to the strangely behaving one) with "conflict" and a long string of numbers preceding its actual file name.

Some additional hints: The first two times this happened, was when I had Parallels open, running Windows 10. The Third time, Parallels was NOT running.

I could not find anyone describing such a behavior searching the web or the Apple site. What is wrong and, most importantly, how can I stop this behavior?