Deeper Preprocess Suggestions don't load without a Template or actual hook_preprocess

I came across the same need, and the solution seems pretty simple, just remove the check if such a template exists before pre-processing it. Maybe I didn't take into consideration some edge cases, will see later :)
Attaching a patch.

@marjina-constantin Thanks for the patch.
We had the same issue and could resolve it by applying the patch.

Update status.