functions.php

<?php

class Menu extends \Timber\Menu {
	public $MenuItemClass = 'MenuItem';
}

class MenuItem extends \Timber\MenuItem {

	/** @var MenuItem */
	public $parent;

	/**
	 * @param MenuItem $item
	 */
	public function add_child( $item ) {
		if ( $item === $this || $item->id == $this->id ) {
			throw new \InvalidArgumentException( 'recursion error??' );
		}
		parent::add_child( $item );
		$item->set_parent( $this );
	}

	/**
	 * @return MenuItem
	 */
	public function get_parents() {
		$parent = $this;

		$parents = [];
		while ( $parent = $parent->get_parent() ) {
			$parents[] = $parent;
		}

		return $parent;
	}

	/**
	 * @return MenuItem|bool
	 */
	public function get_parent() {
		return $this->parent ?: false;
	}

	public function set_parent( MenuItem $parent ) {
//		if ( $this->parent ) {
//			$this->parent->remove_child( $parent );
//		}
		$this->parent = $parent;
	}
}

add_filter('timber_context', function( array $context ) {
    $ancestor_links = [];
    if ( is_post_type_hierarchical( get_post_type() ) ) {
        // For pages or any post type with hierarchy.
        // We use this if a page is 5 levels deep and the menu only has one level of dropdowns.
        $ancestor_links = get_post_ancestors( get_the_ID() );
    } elseif ( get_post_type() === 'post' && get_option( 'show_on_front' ) === 'page' && ( $page_for_posts = get_option( 'page_for_posts' ) ) ) {
        // we selected a page for a news article. So use that as selected menu item if it's available, or any of the ancestors.
        $ancestor_links    = get_post_ancestors( $page_for_posts );
        $ancestor_links [] = $page_for_posts;
    }

    if ( $ancestor_links ) {
        $ancestor_links = array_map( 'get_permalink', $ancestor_links );
    }

    foreach ( get_nav_menu_locations() as $location => $menu_id ) {
        $context['menus'][ $location ] = $menu = new Menu( $menu_id );

        if ( $ancestor_links ) {
            // Check if the menu has an item active.
            $has_active_item = false;
            /** @var MenuItem $item */
            foreach ( $menu->get_items() as $item ) {
                if ( $item->current || $item->current_item_ancestor || $item->current_item_parent ) {
                    $has_active_item = true;
                    break;
                }
            }

            if ( ! $has_active_item ) {
                /** @var MenuItem $selected_menu_item */
                $selected_menu_item = null;
                /** @var MenuItem[] $items */
                $items = [];

                $stack = [ $menu->get_items() ];
                while ( $stack_items = array_pop( $stack ) ) {
                    /** @var MenuItem $item */
                    foreach ( $stack_items as $item ) {
                        if ( strtok( $item->link(), '#' ) ) {
                            $items[] = $item;
                        }
                        $children = $item->children();
                        if ( $children ) {
                            // loop the children too!
                            $stack[] = $children;
                        }
                    }
                }
                // we have all the links in the menu now.
                // search for a menu item in reverse order. We dont want to highlight the ancestors first.
                while ( $item = array_pop( $items ) ) {
                    // strip hashtags, ie page.html#bladiebla
                    $link = strtok( $item->link(), '#' );
                    if ( in_array( $link, $ancestor_links, false ) ) {
                        $item->current = true;
                        $item->add_class( 'current-menu-item' );

                        if ( $parent = $item->parent ) {
                            $parent->current_item_parent   = true;
                            $parent->current_item_ancestor = true;
                            $parent->add_class( 'current-menu-parent' );
                            $parent->add_class( 'current-menu-ancestor' );

                            while ( $parent = $parent->parent ) {

                                $parent->current_item_ancestor = true;
                                $parent->add_class( 'current-menu-ancestor' );
                            }
                        }
                    }
                }
            }
        }
    }
});