Unfortunately it is quite common for there to be a mixup if two ewes lamb together, or if a ewe who is close to lambing is nearby when another ewe actually lambs.
At the point of lambing, and shortly before and after, the ewe is awash with hormones which make her extra motherly. These wear off after a day or so, and she will then quite possibly reject any lamb which she had been claiming but which is not, in fact her own. Its own mother will by then almost certainly reject it too, as she didn't bond with it when it was born and it now smells of another ewe.
So ideally, the shepherd sorts out the lambs and ewes very very soon after birth, and if necessary pens the mother and her lambs together, away from any other interfering ewe, while the maternal bonds are reinforced.
If you are sure these are both the daughter's lambs, and that the mother/grandmother has not yet lambed, then I would, as a matter of urgency, get the lambed ewe and both lambs into a private pen, away from the grandmother. You will need to keep an eye on things and make sure that both lambs are suckling and that the mother seems to love them both.
It is probably tempting to leave the one lamb with the grandmother. Unfortunately, the most likely outcome would be that when her own lamb is born, she will then reject the one she pinched. By then it will be too late to get its own mother to take it. So it really is best to get it back on its own mum pronto, if she'll take it.
Let us know what you decide and how you get on. There are lots of people on here who can advise how to get the mother to accept both her own lambs if she isn't keen - but you must act quickly.