How to apply suggested theme hook using hook_theme_suggestions_HOOK?
Finally I found a paragraph in the documentation. When using modules, we need to register the template using HOOK_theme(). So, I added the following function in modules/custom/domain_filter/domain_filter.module

/**
 * Implements hook_theme().
 */
function domain_filter_theme() {
  return [
    'node_add_list__custom' =&gt; [
      'base hook' =&gt; 'node_add_list',
    ],
  ];
}


Then my custom template modules/custom/domain_filter/templates/node-add-list--custom.html.twig is now applied.