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Parallel uses ThreadPool (in which threads always lie, either wait or work),
and Thread can be created as much as you like, as long as there is enough memory, but you need to take into account that the creation of one thread takes 1 MB of RAM from the computer, so it is better to use Parallel for parallel computing , because creating new threads overhead operation
I would argue that the methods in Parallel operate at a higher level of abstraction, as using them, there is no need to directly take care of creating and maintaining threads for calculations. Actually Parallel uses Tasks, and tasks are an abstraction for asynchronous calculations. A task can be executed both in its own thread and in another, so using threads is one of the options for performing a task. The Thread class itself is nothing more than a one-to-one wrapper around system threads.
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