I'm afraid I can't speak to the potential recover through the broker, but your parents do have markers in their account for their investment. All equity were rolled into the OBS (one big share) to address any proceeds after the wind down. There has been much discussion on the potential NOLS (net Operating losses) available to Lehman, close to $60B, but in order for their use to be viable, old equity would have to be part of the solution. $60B in NOLs would likely have an estimated value of about $20B if used to offset gains, so its very likely a solution will come forward with some parties to use these tax offsets.
No promises, but some hope. Good luck with pursuing this for your parents, but they may still stand to recover at least part of their monies. It takes quite a long time, however (years), but hopefully most of that time is now behind us.
