User blog comment:IamJakuhoRaikoben/Chapter 357: The Nine Demon Gates, Review./@comment-202.156.8.10-20131025151946/@comment-1359322-20131025152239

Lucy's parents already passed away. Both from illness i think. Gray said his parents were killed by Deliora. Happy's parents are known. Carla's mum is also known. So only Natsu, Erza and Wendy's parents aren't specified.