What change does this code need to include title of parent?

You can get all parent post id by get_post_ancestors function.

add_filter( 'document_title_parts', 'change_wp_title', 20, 1 ); 

function change_wp_title( $title ) {

        global $post, $paged;

        $grappig = $title;

        // 404
        if ( is_404() ) {

            $title['title'] = 'file not available';

        } elseif ( is_singular( 'schedule' ) ) {

            // get all parent post's id
            $parents = get_post_ancestors( $post->ID );

            $parent_titles="Shedule: ";

            foreach ( array_reverse( $parents ) as $key => $parentpost )                   
            {
                  $postdata = get_post( $parentpost );
                  $parent_titles .= $postdata->post_title . ' : ';
            }

            $title['title'] = $parent_titles . $title['title'];

        } // End if().
        else {

        }
            return $title;
    }

Reference: get_post_ancestors