Adding addition suggestions on a template based upon the referring entity.

example.module

<?php

/**
 * Implements hook_theme_suggestions_HOOK_alter().
 */
function example_theme_suggestions_file_link_alter(array &$suggestions, array $variables) {
  /** @var \Drupal\file\Entity\File $file */
  $file = $variables['file'];

  try {
    if ($file->_referringItem) {
      /** @var EntityInterface $entity */
      $entity = $file->_referringItem->getParent()->getParent()->getValue();

      $suggestions[] = $variables['theme_hook_original'] . '__' . $entity->getEntityTypeId();
      $suggestions[] = $variables['theme_hook_original'] . '__' . $entity->getEntityTypeId() . '__' . $entity->bundle();
    }
  }
  catch (Exception $e) {}
}