I'm using a System 5 MC with EUCON, Mac OS X Yosemite. I've set up Windows 7 SP 1 under Parallels.
In the Windows environment, the shift key isn't responding. I am able to capitalize words with the Shift Lock key, but otherwise it's impossible to access the upper layer of characters. That is, you can type characters such as A, B, C, etc. by using the shift lock key, but any other character that requires the regular shift key (e.g. !, @, #, $, <>, ?, which cannot be accessed with shift-lock) can't be typed.
This appears to be a EUCON-specific issue, as when I plug in a normal USB keyboard, I am able to type normally.
I've also posted this same message to Parallels support, as I'm not sure if this is a problem with the EUCON protocol or the way Parallels is interpreting it.