A prefetch path merges the childs with the parents. You want to merge the childs with the grandparents, so that's not doable with the prefetch setup.
Though you can fetch them yourself. Selecting all orderdetails for a customer means:
SELECT * FROM OrderDetails
WHERE OrderID IN (SELECT OrderID FROM Orders WHERE CustomerID = @customerID)
This means a collection fetch for orderdetailentities and a filter which uses a FieldCompareSetPredicate.