I used Mycelium, selected cold storage, then send the whole amount to my ledger wallet.
If i spend parsel amounts from the ledger wallet, will my funds still be on the ledger wallet, or will my change end up on the mycelium wallet?
Yes... because you sent the full amount to your Ledger, then nothing you do from that point on will involve Mycelium (unless you explicitly send something back to the Mycelium wallet). So, any "change" generated from a transaction sent from the Ledger, will go back to your Ledger wallet.