var paragraphs = contentDiv.Parent.Parent.Parent.Parent.Parent.Elements("p").ToList();

<p>...</p>
<ul><li>...</li></ul>
<p>...</p>
<ul><li>...</li></ul>
<p>...</p>
<ul><li>...</li></ul>
<p>...</p>
<ul><li>...</li></ul>

var paragraphs = contentDiv.Parent.Parent.Parent.Parent.Parent.Elements("p" || "ul").ToList();

contentDiv.Parent.Parent.Parent.Parent.Parent.Elements()
          .Where(x => x.Name.LocalName == "p" || x.Name.LocalName == "ul")
          .ToList();