'Material' is just what we can sense through our senses.
No. Unless you're going to qualify that by saying we can use instruments to augment our senses. For example, almost all galaxies in the Universe cannot be sensed by humans directly, but can be sensed with the aid of a telescope.
Lot of things exist that we cannot sense.
How do you know, if you can't sense them?
Can strings be sensed?
I assume you mean the strings in string theory rather than actual strings. The answer is we can't detect them which is why they remain just a hypothesis.
Can Dark Matter or Dark Energy or Parallel Universes be sensed?
Yes, yes and no, respectively. Dark matter and dark energy can be detected by watching the way stars and galaxies move. Parallel universes can't be detected which is why they remain just a hypothesis.
Is the mind a material substance?
Clearly.