Let two lines to be parallel in their general form.
$L_1$ : $A_1 x$ + $B_1 y$ + $C_1$
$L_2$ : $A_2 x$ + $B_2 y$ + $C_2$
Now i wish to prove $A_1$ = $A_2$ and $B_1$ = $B_2$
But i can only think of the prove in my head, not sure how to write it mathematically.

Your claim is wrong.
Write the formula of each line in the form $y=mx +c$
$L_1: y= (\frac{-A_1}{B_1})x + (\frac{-C_1}{B_1})$
$L_2: y= (\frac{-A_2}{B_2})x + (\frac{-C_2}{B_2})$
For two lines to parallel theirs slopes($m$) must be equal.
So, by comparison, it would be seen that $\frac{A_1}{B_1}=\frac{A_2}{B_2}$,
which doesn't necessarily $\Rightarrow A_1=A_2$ and $B_1=B_2$