not sure about advance parallel thing but ifr a nepali passport holder checkin in n out through heathrow terminal 4 n u have a same airlines from nepal to heathrow n then heathrow to usa, then u dnt need visa. but say if u have indian airlines until heathrow but etihad air or abc airline from heathrow to jfk in this case u need DAT visa which is valid until 48 hrs but doesn't allow u enter UK