Igor, I'll look at the example guide you provided to do things manually- but, to me, the feature of "third party webmail" in the control panel does not work.
This would suggest that when speaking to Parallels staff, they take note and pass it onto engineers to check why setting alternate webmail options removes DNS entries for vhosts and doesn't work as it should.
In my mind, the option that is presented should allow one form to be filled in, then each domain (or all domains) to be set to use the new webmail without any manual intervention.
Is this not what Parallels intended?