After banging my head for half an hour on this...
The documentation suggests that the templates location should be:
The template we are after being in
vendor/magento/module-theme/view/templates/html/ you would think that the path should be
which would correspond to
<Module> as per the folder structure, but that's not what the documentation means.
Open the module
registration.php and see how it is registered:
Magento_Theme so namespace here is
Magento and module name is
Theme and that's it.
So in the end your path will be: