Unraid parity is realtime, so any writes update the parity drive(s). Writing is limited to the slowest participant, even more so when simultaneous writes to different data drives are done.
It's already been said, even though Unraid will allow you to configure USB drives in the parity array, it's far from ideal. Feel free to experiment, the worst that can happen is lost data, so as long as you keep good backups all you will be out is time. The good backups thing is just general advice, regular RAID or Unraid is high availability when a disk fails, there are MANY more ways to lose data that don't involve drive failure. Accidental or malicious deletion or corruption must be restored from backups.
Also, the second parity slot is very unique, the math used to calculate it is more complex than the simple sums used on parity slot 1, so it takes more CPU to compute. It's perfectly ok to only have one parity disk in slot 2, but that disk is not valid in slot 1, if you remove it from slot 2 and assign it to slot 1 parity will have to be recomputed from scratch.