Does common PCR amplify genes regardless of what cells / barriers they are in?
There are many methods of DNA isolation, so it is difficult to make broad statements about all situations. Typically, though, during the DNA isolation protocol, essentially all proteins are denatured and removed, as is RNA, cell membrane components, extracellular matrix, etc. If you are using a high-quality well-validated kit from a reputable supplier, your final product should be just DNA. In your hypothetical scenario where parasites have been engulfed by macrophages (BTW, eukaryotes don't have cell walls), as long as the parasitic DNA hasn't been degraded, it will be present at some level after the purification process. As long as it is above the minimum sensitivity of the PCR reaction, any parasitic genes that are being targeted will be amplified.

During the PCR process, the heating step to 95&deg;C completely denatures and melts all the DNA present, allowing the primers unrestricted access to their complementary sequences, where they can then base-pair during the annealing and extension step.