The 6.0 and 6.x documentation is missing an important part of the parent-child support regarding the join datatype.
https://www.elastic.co/guide/en/elasticsearch/reference/current/parent-join.html#_multiple_levels_of_parent_join
In 5.6 this is documented that the parent child join type supports multiple levels of parent-child. This section is missing from the 6.x documentation which at first lead me to believe being able to map grandchild relationships would not be supported.
https://www.elastic.co/guide/en/elasticsearch/reference/6.0/parent-join.html#_multiple_children_per_parent
Comparing the difference between the sections, it is pretty clear what is missing.