Learning Dhamma in Paralowa

In principle, a gandhabba can learn Dhamma while in paralowa. But it is unlikely.

Humans are unique in the following way. Our brains act as the intermediary between the external world and our minds (our thoughts/sankhara are generated in hadaya vatthu). The neocortex in the brain “slows down” our reactions to external sense inputs, and can force us from making spontaneous reactions; see, “Truine Brain: How the Mind Rewires the Brain via Meditation/Habits“.

On the other hand, gandhabbas “just go with flow”. Whatever sankhara one used to cultivate in a human body, are likely to be cultivated in the same direction.

I am not sure what you meant in the question: “And is it possible to change it’s future parents, jati or even attain Nibbāna from the previous cuti-patisandhi moment at death?”.

You said: “..you mentioned in a post that bats changed their next birth by listening to Nobles recite Dhamma in a cave.”

Bats or any animal cannot learn Dhamma. What happens in such situations is the following.

Any living being has both good and bad kamma vipaka waiting to come to fruition, under suitable conditions. Kamma beeja work just like normal seeds. We know that seeds can be kept for thousands of years without germinating. But if those seeds are given suitable conditions (put in soil and provide water, sun light and nutrients) and they will then germinate.

In the same way, those bats had good kamma vipaka (to gain human birth) from the past lives. When they were listening to those Dhamma recitals, their minds got calmed down (not by understanding Dhamma, but by the soothing tone), and those good kamma vipaka were able to come to their minds at their dying moment (apparently something happened for all of them to die while listening to those chantings). So, they were all born human due to those “old” kamma vipaka.

Buddha Dhamma is deep and has many facets. It will take time to understand various subtle points. Life is very complex.