I have a hunch that the profile manager on your father's profile didn't know what to do to add you to the Trusted List. From time to time, I have encountered members who thought they were adding a requestor to a Trusted List (or approving a merge), but didn't actually make the addition -- perhaps they made the change on a different profile, or maybe they thought that sending an affirmative message to the requestor was all it took to "approve" the request.
If you made the request using the "Request to join the Trusted List" link on your grandfather's profile (not the similar link on the profile manager's profile), they should have been able to add you by a simple click on the URL in the email they received about your request, and you would be added almost instantly.
If you sent them an email request, they would need to go to the Privacy tab on your grandfather's profile and type your email address in a box on that page. That's harder than clicking on a link in an email, and members sometimes have difficulty with the procedure.
If I were you, I would go back to your grandfather's profile and submit a new trusted list request.
While you are waiting for approval, do edit your father's profile to include his parents' names, and include a link to the existing profile for his father.