Certificate

Documentary production/cinematography is a specialisation domain, and there may be many things that you will need to keep learning along with the production learning.
The suggestions that I can make are:
1 A degree in a popular language that could be used in your work place
2 Content writing and proof reading
3. Web development and digital marketing
4. Music and sound mixing basics/audio production
5. Advertising and public relations management
The decision depends on how much time you get free from the work of learning documentary production. When you say that you are learning the production of documentary, I take it as a comprehensive work that is itself a time-taking thing and might not allow you to venture for more.
Read the related question which gives a similar solution:
https://ask.shiksha.com/what-parallel-courses-can-i-pursue-with-a-certificate-course-in-radio-jockeying-for-better-career-prospects-qna-4393561

Read voice training in place of radio jockeying:
Voice over/ training is a rising field and there are hundreds of radio stations of private media houses coming up in small cities all around India. Even abroad the scope is on the rise. I relate my answer more to the Indian landscape, as the query is about parallel studies with certificate course, consider the following:
1. If the certificate course is done after doing graduation then a Post-Graduation in Mass Communication/Mass Media/Media Production can also be done. I shall not hesitate to suggest even a Master's degree in a language - English, Hindi or the one you see as your preferred medium of a radio career.
2. If one does this after 12th, pursue graduation as a must to do thing. Any stream you may choose keeping in mind that an alternative career has to be met openly. RJ career can also be a part-time thing so you have enough time to do another degree or higher studies.
3. If this certificate course is done by someone who is a Master's degree holder, if not in language or social science, humanities, do one degree.
4. IGNOU offers a course in audio production as well and sees such more media related courses.

An advanced certificate/course can be taken as a specialisation in advertising management. Please refer to the answers that convey and guide in detail about this:
M.Sc in advertising management means it is a Post-Graduation and that too in one of the most complex areas of mass media and marketing in the present age. This is also stated that advertising as a specialisation remains one of the strong areas of learning.
Parallel courses must be done with care and proper selection.
Along with the Master's degree, some MOOCs - Massive Open Online Courses –
1 A Certificate in a popular language/foreign language that shall be used in your works and place.
2 Content writing and proof reading.
3. Web development and digital marketing.
4. Music and sound mixing basics/audio production.
5. Web-based writing, social media, etc.

There are many similar questions that can help you in understanding the parallel course requirements.
Parallel courses must be done with care and proper selection.
Along with the Master's degree, some MOOCs- Massive Open Online Courses.
Refer the following answers:
https://ask.shiksha.com/what-parallel-courses-can-i-pursue-with-a-certificate-in-editing-and-proof-reading-course-for-better-career-prospects-qna-4392895
https://ask.shiksha.com/what-parallel-courses-can-i-pursue-with-a-m-sc-in-advertising-management-and-public-relations-for-better-career-qna-4392908
https://ask.shiksha.com/what-parallel-courses-can-i-pursue-with-a-certificate-in-direction-for-better-career-prospects-qna-4392881
https://ask.shiksha.com/what-parallel-courses-can-i-pursue-with-a-certificate-in-documentary-production-for-better-career-prospects-qna-4392890

Acting and modelling can be done as part time studies even at advanced level. However, it is really good if you are doing it the regular way.
You need to be skilled at communication skills for sure.
Parallel courses are of three types: distance mode, online mode like MOOCs and regular courses.
It depends on what type of course you are doing already.
The parallel courses suggested are:
1 A degree in a popular language that shall be used in your works and place.
2 Content writing and proof reading.
3. Web development and digital marketing.
4. Music and sound mixing basics/audio production.
5. Advertising and public relations management.
6. Director should also learn more about management and business admin.

I must suggest that Camera and Lighting are the technical Learnings and a Combination of these with some Creative-Literary courses can do wonders.
Please read the following suggestions shared for other query but edited for you: (Your Stream) is a Specialisation domain and there may be many things that you will need to Keep Learning along with the Camera and Lighting Learning.
The suggestions that I can make are :
1 A Degree in a popular Language that shall be used in your works and place
2 Content Writing and Proof Reading
3. Web Development and Digital Marketing
4. Music and Sound Mixing Basics/Audio Production
5. Advertising and Public Relations Management
6. A Camera and Light Person should also learn more about Management and Business Admin.
The decision depends on how much time you get free from the work of learning Documentary Production. When you say that you are learning the Production of Documentary-I take it as a Comprehensive work that is itself a time-taking thing and might not allow you to venture for more.
Read the related Question which gives a similar solution:
https://ask.shiksha.com/what-parallel-courses-can-i-pursue-with-a-certificate-course-in-radio-jockeying-for-better-career-prospects-qna-4393561
https://ask.shiksha.com/what-parallel-courses-can-i-pursue-with-a-certificate-in-documentary-production-for-better-career-prospects-qna-4392890

Documentary Production is a Specialization domain, and there may be many things that you will need to Keep Learning along with the Production Learning.
The suggestions that I can make are:
1 A Degree in a popular Language that shall be used in your works and place
2 Content Writing and Proof Reading
3. Web Development and Digital Marketing
4. Music and Sound Mixing Basics/Audio Production
5. Advertising and Public Relations Management
The decision depends on how much time you get free from the work of learning Documentary Production. When you say that you are learning the Production of Documentary-I take it as a Comprehensive work that is itself a time-taking thing and might not allow you to venture for more.
Read the related Question which gives a similar solution:
https://ask.shiksha.com/what-parallel-courses-can-i-pursue-with-a-certificate-course-in-radio-jockeying-for-better-career-prospects-qna-4393561