It is permissible for you and only the male relatives with you to visit AlBaqi' and the graves of the martyrs. It is permissible for you and all your traveling companions, men and women, to visit Masjid Quba' (a town near Madinah where the Prophet established the first mosque) and perform Salah there. That is because it is a meritorious Masjid that it is recommended for the Muslim, who is present in Madinah or traveled to it, to visit and perform Salah in.
There is nothing wrong with your helping your parents make Tawaf and Sa'y (going between Safa and Marwah during Hajj and 'Umrah) by carrying them on your shoulders, particularly if they cannot walk and you are able to do this. However, if they can walk, they should themselves make Tawaf and Sa'y, and they may perform Sa'y riding like other pilgrims.
"Do not make vows for they can avert nothing of the Decree of Allah; they only make the miserly give away something."