Virtual macOS in Parallels intercepts my Keyboard Maestro commands

I'm using macOS Catalina with a macOS 10.12 virtual machine running in Parallels. Keyboard Maestro is installed in my Catalina OS but not in the 10.12 virtual machine.

In Catalina, I have several Keyboard Maestro macros that activate certain apps using a simple F3, F4, F5 keystroke: Calendar, Mail, Safari, etc. They are all one-step macros with the 'Activate a Specific Application" step and they work great-- UNLESS I happen to have Parallels Desktop(with macOS 10.12) as the frontmost app. In that case, the virtual machine in Parallels Desktop captures my keystroke, so pressing F3 with Parallels Desktop frontmost does NOT activate Calendar, which is what I want.

I can have any app I want in the front and my macro works, as long as that app is not Parallels. As it stands, I have to click somewhere else (to manually bring some other app forward) and then press F3. I am trying to work around this somehow.

What's the best way to handle this? I want F3 to ALWAYS bring my Catalina Calendar forward, even if the frontmost app is Parallels. I know I could test for the frontmost app with an IF statement, and if it's Parallels do "something" to activate some other app, and THEN launch Calendar-- but I can't figure out exactly what the "something" should be. I could "click" somewhere outside of the Parallels window (if my VM is in a window) but I'm thinking there must be a better way.

Basically I want Parallels to act like an app, and not like an operating system, where Keyboard Maestro is concerned. That is, I don't want it to intercept my F3, F4, F5 etc.

What is the best way to handle this?

Your pseudo-code sounds correct,
Can you share what you have done so far.