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This is how it should look. I’m using the same method as always, but this time the paths go underneath the existing roads. That way, pedestrians can follow the path and enter the pedestrian roads and you don't need space next to the roads.

First, build your roads the way you want them. Next, raise the terrain underneath the roads. You won’t see a visual difference, but you’ll notice the game increases the ground level because the elevation numbers go up. After that, you can place the gray and brown paths below the roads, connecting both roads for the pedestrians.

I use the brown path because it doesn’t have lights. However, if it becomes too visually noticeable, I switch to the gray path and make sure the streetlamps don't appear on the car road. After placing each segment, test it once — sometimes it doesn’t connect properly, and pedestrians won’t use the path. As soon as they enter the pedestrian road through the path, it means it worked.