This is not something you can do with parfor. parfor can only be used where the indices written to are a very simple computation from the indices.
I suggest you consider using sub2ind() to build up lists of linear indices to change, and then do a simple non-parallel b(list_of_indices) = nan .
If necessary (very long list) you could compute the indices in a parfor, returning them as data inside cell locations, like
parfor ii = 1 : length(indices)
start_index = indices(ii);
end_index = start_index + step(ii);
bidx{ii} = start_index : end_index - 1;
b(horzcat(bidx{:})) = nan;
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