My Parallels downgraded from v20 to v18 and its Parallels Tools integration failed at that point (since the VM's had earlier been upgraded to v20), so actually I wasn't able to copy anything over from macOS, but launched Firefox inside the Ubuntu VM directly, and copied from there.
I'm sure there's a reason why it failed, but at this level of "complexity" and failure frequency, the device is surely imitating some kind of malicious Skynet entity!
Anyways, now launching Lazarus (which required two modifications to the .desktop file - first to make it executable, then to allow launching it [oddly enough that latter step is new to me]), it insists it cannot find FPC sources.
I had logged off before trying, and I did reboot after the first launch refusal just for good measure.