Later expansions for TQ (Ragnaork, Atlantis, Eternal Embers) will not work with the disc copy of the game. For that you need the Anniversary Edition on Steam or GOG.
Grim Dawn is a totally separate game, but there's no problem with having it on the same PC. You won't be able to use TQDefiler or TQVault with it since it's not TQ. You would need GDDefiler, although like TQDefiler, it hasn't been updated for years so may not work these days and for infinite storage there's GDStash, Grim Dawn Item Assistant, NTQV5 - Grim Dawn, Titan Quest, Diablo 2 + Ressurected, Torchlight II and Last Epoch stasher.