I haven't personally tried it but let me share what I've found.
If you go to The Grid > Global Settings > Lightbox, you can select a Lightbox Type.
The default option is The Grid Lightbox. The other options are, by default, "not available". Now let me direct your attention to the option that says, "ModuloBox (Premium)."
That option is very interesting. If you click the link shown below...
... you'll be redirected to this page from the Theme One website (the creators of The Grid) https://theme-one.com/modulobox/. Now scroll down and you'll see an image gallery. Try clicking on the images and a lightbox appears with thumbnails below the large image - exactly the way it looks on your sketch!
So it's possible to achieve it with The Grid but you'll need to purchase their ModuloBox plugin.
As for Essential Grid, I think these two tutorials from their website will help you achieve your desired look.
Hope this helps. Would be great to know if you've found success with either options. Have a great day!