float.Parse fails on decimals and commas

Parse is culture aware. If your local culture has different requirements, then you may want to pass a culture or other format provider in. Try using CultureInfo.InvariantCulture. You won't need the decimal option if you do.

float f = float.Parse(val,
                      System.Globalization.NumberStyles.AllowThousands,
                      CultureInfo.InvariantCulture);

using System;
using System.Collections.Generic;
using System.Globalization;

namespace ConsoleApp2
{
    class Program
    {
        static void Main(string[] args)
        {

            var numList = new List<string>(){"0", "-6e-5", "78.56238", "05.56", "0.5E9", "-45,000.56", "", ".56", "10.4852,64"};
            numList.ForEach(num =>
            {
                // If we use NumberStyles.Float => -45,000.56 is invalid
                if (decimal.TryParse(num, NumberStyles.Any, CultureInfo.InvariantCulture, out decimal result))
                {
                    Console.WriteLine(result);
                }
                else
                {
                    Console.WriteLine(num + " is not a valid number");
                }
            });

        }
    }
}