Ok, i just found the solution after some research, if anyone come it to same situation that will be helpful.
To add new template into "Catalog Products List" You have to make this path in your custom template
app/design/frontend/[Vendor]\[Theme]/etc/widget.xml
and add the following code to override only Additional template section and adding new template into it.
<?xml version="1.0" encoding="UTF-8"?>
<!--
/**
* Copyright © Magento, Inc. All rights reserved.
* See COPYING.txt for license details.
*/
-->
<widgets xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:noNamespaceSchemaLocation="urn:magento:module:Magento_Widget:etc/widget.xsd">
<widget id="products_list" class="Magento\CatalogWidget\Block\Product\ProductsList" is_email_compatible="true"
placeholder_image="Magento_CatalogWidget::images/products_list.png" ttl="86400">
<label translate="true">Catalog Products List</label>
<description translate="true">List of Products</description>
<parameters>
<parameter name="template" xsi:type="select" required="true" visible="true">
<label translate="true">Template</label>
<options>
<option name="default" value="Magento_CatalogWidget::product/widget/content/grid.phtml" selected="true">
<label translate="true">Products Grid Templates</label>
</option>
<option name="alternative-option" value="Magento_CatalogWidget::product/widget/content/new_option.phtml" selected="true">
<label translate="true">Alternative Option Text</label>
</option>
</options>
</parameter>
</parameters>
</widget>
</widgets>
and after that go to
/app/design/frontend/Vendor/theme/Magento_CatalogWidget/templates/product/widget/content/new_option.phtml