All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.
According to the correct opinion, migration from a non-Muslim country to a Muslim country will continue till the Day of Judgement for the purpose of fleeing for the Sake of religion.
Ibn 'Abbaas narrated that the Prophet said: "There is no migration (after the conquest of Makkah), but Jihad and good intention…." [Al- Bukhari and Muslim] Meaning that migration from Makkah to Madeenah is no longer needed because Makkah has become a Muslim territory.
Therefore, you must migrate from a non-Muslim country to a Muslim country, especially that you cannot practise your religion in that country as you mentioned. The Prophet said: "I am exempt from any Muslim who lives among the polytheists." [At-Tirmithi and Al-Albaani]
Since migration is compulsory, then there is no obedience to your parents if they order you not to migrate. However, you should be kind and dutiful to them.
Allaah Knows best.