Where do I change the parallel light processing setting of the mode for scalable lux?

If you are using C2ME, the parallel lighting feature is always enabled and the thread count is controlled by C2ME instead.

If you aren't, it is controlled by the parallelism setting in the config/scalablelux.properties. It sets the thread count.
Any non-positive value means auto, and setting it to 1 means disabled, and setting it to 2 or more means enabled.