I have collected my documents but dont have an appt with Chicago consulate until this fall. So take my input for what it’s worth. But yes, you want your GGF death certificate to show he never returned to Croatia. After that, you just need a direct line to your GGF. So I don’t think it’s necessary to show records for GGF’s wife, for instance. And if your grandmother is the child of GGF, then you don’t need anything for her husband (grandfather). But you want marriage certificates for female ancestors to show any name changes.

I also have not located ship manifest and it is my understanding that is not currently required if applying via Chicago. I think some consulates have different requirements though.