Do I get it right that darwin roll for parasite can cause only negative effect (atrophy) and no positive effect?
A parasite can generate catalysts from biosynthesis, either from protein dice or the triples rule (G2). You receive any catalysts generated by your parasite.
What cubes provide shields to parasite? Those on parasite or those on host bacteria or both?
Only on parasite.
If biont on parasite is lost with darwin roll, does parasite goes extinct?
Yes. This is mentioned in the glossary entry for extinction.