The directional derivative of $f$ along $u$ at $(1,1)$ is
\begin{align}
\nabla_uf(1,1) &= \nabla f(1,1)\cdot u\\
&= (-2,-2)\cdot(3/5,-4/5) \\
&= 2/5
\end{align}
Since $2/5>0$, $f$ increases in the direction of $u$ at $(1,1)$.
The point $(1,1)$ is on the level curve $f=2$ (since $4-1^2-1^2=2)$. That level curve is
$$
x^2+y^2=2
$$
That's the circle of radius $\sqrt{2}$ centered at the origin. A parametrization for it is
$$
(x(t),y(t))=\sqrt{2}\,(\cos(t),\sin(t))\quad(0\leq t\leq 2\pi)
$$
A tangent vector to that curve at $(1,1)$ is
\begin{align}
(x'(\pi/4),y'(\pi/4)) &= \sqrt{2}\,(-\sin(\pi/4),\cos(\pi/4))\\
&= (-1,1)
\end{align}
Since there is no $\alpha\in\mathbb{R}$ such that
$$
\alpha\nabla f(1,1) = \alpha(-2,-2) = (-1,1)
$$
we conclude that $\nabla f(1,1)$ isn't parallel to the level curve of $f$ at $(1,1)$.
Note: However, as we know, $\nabla f(1,1)$ is perpendicular to the level curve of $f$ at $(1,1)$. In effect,
$$
\nabla f(1,1) \cdot (-1,1) = (-2,2) \cdot (-1,1) = 0
$$
Clearly the only way that a vector $v$ can be both perpendicular and parallel to another vector $w$ is if one of them is the $0$ vector.