Drupal 8 Paragraphs: Add a theme suggestion based on the paragraph and the type of the parent node / entity.

module.php

<?php
/**
 * Implements theme_suggestions_HOOK_alter().
 */
function mytheme_theme_suggestions_paragraph_alter(array &$suggestions, array $variables) {
  /** @var \Drupal\paragraphs\ParagraphInterface $paragraph */
  $paragraph = $variables['elements']['#paragraph'];
  
  /** @var \Drupal\Core\Entity\ContentEntityInterface $parent */
  $parent = $paragraph->getParentEntity();
  
  $suggestions[] = 'paragraph__' . $paragraph->bundle() . '__' . $parent->bundle();
}

@therobyouknow in fact, it implements theme_suggestions_HOOK_alter doc where HOOK is the hooked entity type

I think it's better to consider the parent already included in $variables this way :

/**
 * Implements hook_theme_suggestions_HOOK_alter().
 */
function mythme_theme_suggestions_paragraph_alter(&$suggestions, $variables) {
  $paragraph = $variables['elements']['#paragraph'];
  $suggestions[] = 'paragraph__' . $paragraph->bundle() . '__' . $paragraph->view_mode;
  $parent = $paragraph->getParentEntity();
  if ($parent) {
    $suggestions[] = 'paragraph__' . $parent->bundle() . '__' . $paragraph->bundle();
  }
}

@macherif Good call.