TLDR: For disabling horizontal scroll (shift + mouse wheel) on games played on a Mac through a virtual machine (e.g. Parallels) and the game doesn't allow key rebinding, set the virtual machine to connect to the keyboard directly. That way the keys pressed on the keyboard won't first go through the Mac before it is sent to the virtual machine.
Without the direct connection, Mac translates "shift + mouse wheel" into "horizontal scroll," then Mac sends the instruction "horizontal scroll (left or right)" rather than "shift + vertical scroll (up or down)" to the virtual machine.
Until using the following, it made The Settlers: VI Rise of an Empire - History Edition impossible to play on a virtual machine, as "shift + mouse wheel" was needed to rotate buildings, including castle walls and gates. Not being able to rotate the castle gate in particular, was what made the game unplayable.
Parallels Desktop 18:
1.) Before starting up the virtual machine (e.g. Windows 11), right click on the Parallels icon in the dock, click on "Control centre." Then, in the control centre window, click on "configure" (cogwheel icon) of the virtual machine that you wish to configure.
2.) In the Configuration window pane, click on the tab "Hardware," then click in the side panel "USB & Bluetooth." Click on the button "USB Connection Preferences" and make sure that "Ask me what to do" is selected.
3.) Next, click on the "Options" tab of the Configuration window pane. Select "Startup and Shutdown" in the side panel, and for the "Startup View" select "Coherence". (It is important to be in coherence mode so that you can move your mouse between the virtual machine and your Mac, as the next step makes your keyboard bypass Mac input, your Mac wouldn't register "control + option/Alt" to release the mouse pointer from the virtual machine.)
4.) While still in the "Options" tab, select "Applications" in the side panel and select "Show Windows applications folder in dock."
5.) Start the virtual machine, then directly connect your keyboard by clicking on "Devices" in the menu bar. (If you don't see the option of "Devices" make sure that you currently have the virtual machine as the app in focus, by clicking on the icon of it in the dock.) Under the menu of "Devices" then click on "USB & Bluetooth," then click on your keyboard listed. (Another way of doing this is to right click on the icon of the virtual machine in the dock and select "Devices" etc.) When Parallels asks you if you want to connect the device (the keyboard) to the virtual machine, click "yes." When Parallels then asks you if you want to allow the device to connect, click "allow."
6.) Now run the game that you wish, by clicking on the "Windows application folder" in the dock, then selecting the game. Alternatively, you can right click on the icon of the virtual machine in the dock, select "View" then select "Windows Start menu", then select the game using your mouse in the application folder of the start menu.
To enable the Mac to receive input from your keyboard again, you have two options. Either right click the icon of the virtual machine in the dock, click on "Devices," then "USB & Bluetooth," then unselect the keyboard by clicking on it (which will also remove the checkmark beside it). Or, should you ever somehow find yourself in a situation where your mouse won't respond or has become directly connected also, you can manually unplug (wired keyboard) or turn off (wireless keyboard), then plug in/turn on the keyboard again, and when Parallels asks you what to do, click "Deny". The same goes for any device directly connected to the virtual machine.
