Create a plugin that loads template files from a plugin

grandchild.php

<?php
/**
 * Plugin Name: Grandchild Theme
 * Description: Load template files from a plugin.
 * Author: Ben Gillbanks
 * Version: 1.0.0
 * Author URI: https://prothemedesign.com
 *
 * @package grandchild
 */

/**
 * Search for templates in plugin 'templates' dir, and load if exists.
 *
 * Add a templates directory to the plugin directory and add your template files
 * to that, using the normal WordPress template heirachy.
 *
 * @param string $template The template to search for.
 */
function grandchild_template_include( $template ) {

	$filename = sprintf(
		'%1$s/templates/%2$s',
		untrailingslashit( plugin_dir_path( __FILE__ ) ),
		basename( $template )
	);

	if ( file_exists( $filename ) ) {
		$template = $filename;
	}

	return $template;

}

add_filter( 'template_include', 'grandchild_template_include', 11 );