1.In Inventory->Settings  enable the multi routes checkbox

2. Inventory->Configurations->warehouses, select any of the warehouses or create a new warehouses, In the resupply section, in manufacturing( select Pick components, manufacture and then store products (3 steps))

3.In Routes (In default, MTO will in archived state, then unarchive it)

Note: If 2 transfers not created means, In SO other info tab, check the warehouse which is having 3 steps in manufacturing , in MO also the same warehouse will be used. If there are differences in WH the transfers may not generate properly.

4. In sale order select a product, ( In the product form , the product must be storable product,in inventory tab under operations section select manufacture and MTO in routes), Create a sale order, once the SO was confirmed, MO will automatically created, 

While confirming the MO, the transfers will automatically be created.

Since you are using the manufacturing module, try out the module: MO and BoM variance whose author is intelliVersal integrated solutions. This module generates a variance analysis report showing the quantity and cost differences between BoM and actual MO.

A manufacturing order can only have 1 product (or one product variant.)  So they must run in parallel.  Parallel running is difficult in Odoo for planning with work center.  You can plan it manually. But there is no problem to process the orders at the same time, and confirm the orders simultaneous.