Sounds like things are going really well for you! I mean, who gets to fade in a different country? Sweet!
Your parents are adults, just like you. They have the resources to handle unpleasant news. It's not up to you to protect them from their own emotions.
You have to be true to yourself. Eventually, your parents will be gone, but you will have to live with yourself for the rest of your life.
Good luck with your fade!