Stars can still have parallaxes while bolted to the spheres. Maybe the spheres themselves wobble a little. Maybe the motion of the sun around the earth impart

Stars can still have parallaxes while bolted to the spheres. Maybe the spheres themselves wobble a little. Maybe the motion of the sun around the earth imparts a slight motion to closer spheres. The fixed stars are obviously on spheres far enough away that the sun doesn't shake them.