I'm using TextExpander (with CafeTran too) but I find it interesting that aText obviously works with Virtual Machines with Windows too:
How to make aText work with Parallels virtual machine?
1. Disable Parallels‘s Coherence mode. 2. Does not use Full-screen mode.
Released on 7/31/2013
Improved support for Parallels.
Works in Java apps (i.e. Minecraft).
(I didn't test it with CafeTran though.)
Keyboard Maestro works in VM Ware – even in Unity mode (i.e. Coherence mode in Parallels).
This might indeed depend on your VM version and your VM settings.