...the goal of a parasite is to achieve sustenance without harming its host...if the parasite harms its host and the host dies, so does the parasite...
But what about the interval before death?
It depends on the type of parasite...
ROUNDWORMS (nematodes): the vast majority of intra-host stages remain within the GI tract, but ascarids are notable for their intra-host migrations(at least in mammal hosts). With these, immature stages migrate from the GI tract to the lungs, where they are coughed up, swallowed (or spat out), mature back in the small intestine, and then release eggs in the host's feces. Now, some of these migrating juvenile worms could possibly migrate to the ovary and affect follicles, but usually due to the capsule surrounding the follicle, won't enter. If the post-ovulatory oviduct were affected, the migrating parasite would probably damage the early embryo most likely leading to pre-laying death of said embryo. So it's conceivable with nematodes.
TREMATODES (flukes): These are more notable for their intra-host migrations so yes it is theoretically possible but unlikely to lead to hatchable eggs.
CESTODES (tapeworms): again usually remain in the GI tract but in abberant hosts (tapes as in most internal parasites are highly host-specific) are notable for their encysting in abnormal tissues, such as the brain.
PROTOZOANS (ie, flagellates, coccidia, amoebas): There are a vast array of protozoan parasites, some of which are known to be sexually-transmitted, and their chief effect is INFERTILITY, but this can encompass embryo death as well. In reptiles this is largely unexplored territory, but is well-understood in agricultural species (ie cows).
FLIES (that's right, the winged type): Small species particularly like to lay their eggs on incubating python eggs, and the maggots can adversely affect embryo development. This is a very real problem so watch out for them!
EXTERNAL parasites (mites & ticks): yes it is entirely possible for an affected mother to pass external parasites to her newly hatching progeny.
So, the answer can be 'YES'...
Scott J. Michaels DVM
Serpent City