A problem that is
not in NP is, by definition, a problem that can't be solved in polynomial time even with an infinity of processors (or equivalently, with speculative execution given a perfect oracle). So, it can't be embarrassingly parallel.
So, a problem in EXP - NP (that is, it can be solved in exponential time, but it can't be solved in polynomial time even if given an infinity of processors) will require exponentially more time to solve for a higher n than a lower n, regardless of how many processors you have - even up to infinity. You may get some kind of speed-up with more processors, but it will not be enough to remove the exponential runtime blow-up.
An example of a problem like this is the Travelling Salesman Problem. As far as is known right now, there isn't even a non-determinstic algorithm that can solve the problem in polynomial time. Even if you had an infinity of processors, and could solve the problem for 1000 cities in 1 minute, you would still need ~2^1000 minutes to solve the problem for 2000 cities. Note: this bound is not proven, there may be some non-deterministic algorithm that can solve it in polynomial time.
I will also note that even for a problem that is in EXP and in NP, so an EXP problem that is embarrassingly parallel, doubling the problem size would require 2^n more processors to keep the same run time, not 2n (assuming it's time complexity is O(2^n)).