An example of how to add a custom directory to the locate_template function used within Event Espresso 4. This function simply adds a check for templates within /{wp_theme}/espresso/

functions.php

<?php
//Do not include the opening php tag if you already have one open.

//This function adds an additional check to locate_template
function check_theme_directory_espresso_locate_template( $full_template_paths, $template_filename ) { 

    //Build the new full template path to check within /{wp_theme}/espresso/
    $theme_espresso_template_dir = get_stylesheet_directory() . '/espresso/' . $template_filename;

    //Add the new template path to the paths check by locate_template()
    array_unshift( $full_template_paths, $theme_espresso_template_dir );
    
    //Debug using Kint to output all paths that will be checked.
    //d($full_template_paths);

    return $full_template_paths;

}
add_filter( 'FHEE__EEH_Template__locate_template__full_template_paths', 'check_theme_directory_espresso_locate_template', 10, 2 );