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

module.php

<?php
/**
 * Implements theme_suggestions_HOOK_alter().
 */
function mytheme_theme_suggestions_paragraph_alter(array &$suggestions, array $variables) {
  if ($node = \Drupal::routeMatch()->getParameter('node')) {
    $paragraph = $variables['elements']['#paragraph'];
    array_push($suggestions, 'paragraph__' . $paragraph->getType() . '__' . $node->getType());
  }
}