It's a very complex thing to understand. Modern Science is still far away from getting the whole picture.
Many parasites are commensal, meaning the immune-system tolerates them to a point. The problem is, that the waste material from certain creatures can cause immune-reactions, which lead to toxicity. Some parasites can carry other smaller parasites, and ultimately viruses.
Then there are bacterial parasites, which can build plaques which harbor fungi, and everything in between. Some of these can exist in blood, thus circulate to other tissues and cause systemic issues.
There are also intracellular parasites--very small---that can be responsible for symptoms esp. fatigue and anemia. These are more common than people think. I have a few parasites in blood samples I can view under special microscopic settings.
Shroom