public class Path
{
    public List<Segment> Segments { get; } = new List<Segment>();
}

public class Segment
{
    public int Property { get; }

    public Path Path { get; }

    ...
}

public static class Test
{
    public static Path CreatePath()
    {
        var path = new Path();
        var segment = new Segment(path, 42);
        return path;
    }
}

public Segment(Path path, int property)
{
    Property = property;
    Path = path;

    path.Segments.Add(this); // <--
}

namespace PathExample0
{
    public class Path
    {
        public List<Segment> Segments { get; } = new List<Segment>();
    }

    public class Segment
    {
        public int Property { get; }

        public Path Path { get; }

        public Segment(Path path, int property)
        {
            Property = property;
            Path = path;

            path.Segments.Add(this);
        }
    }

    public static class Test
    {
        public static Path CreatePath()
        {
            var path = new Path();
            var segment = new Segment(path, 42);
            return path;
        }
    }
}

namespace PathExample1
{
    public class Path
    {
        public List<Segment> Segments { get; } = new List<Segment>();
    }

    public class Segment
    {
        public int Property { get; }

        public Path Path { get; }

        public Segment(Path path, int property)
        {
            Property = property;
            Path = path;
        }
    }

    public static class Test
    {
        public static Path CreatePath()
        {
            var path = new Path();
            var segment = new Segment(path, 42);
            path.Segments.Add(segment);
            return path;
        }
    }
}

namespace PathExample2
{
    public class Path
    {
        private readonly List<Segment> segments = new List<Segment>();

        public IReadOnlyList<Segment> Segments => segments;

        public void AddSegment(int property)
        {
            var segment = new Segment(this, property);
            segments.Add(segment);
        }
    }

    public class Segment
    {
        public int Property { get; }

        public Path Path { get; }

        public Segment(Path path, int property)
        {
            Property = property;
            Path = path;
        }
    }

    public static class Test
    {
        public static Path CreatePath()
        {
            var path = new Path();
            path.AddSegment(42);
            return path;
        }
    }
}

namespace PathExample3
{
    public interface ISegment
    {
        Path Path { get; }

        int Property { get; }
    }

    public class Path
    {
        private readonly List<Segment> segments = new List<Segment>();

        public IReadOnlyList<ISegment> Segments => segments;

        public void AddSegment(int property)
        {
            var segment = new Segment(this, property);
            segments.Add(segment);
        }

        private class Segment : ISegment
        {
            public int Property { get; }

            public Path Path { get; }

            public Segment(Path path, int property)
            {
                Property = property;
                Path = path;
            }
        }
    }

    public static class Test
    {
        public static Path CreatePath()
        {
            var path = new Path();
            path.AddSegment(42);
            return path;
        }
    }
}

public class Segment
{
    private Segment(Path path, int property)
    {
        Path = path;
        Property = property;
    }

    public int Property { get; }
    public Path Path { get; }

    public static Segment AddToPath(Path path, int property)
    {
        var segment = new Segment(path, property);
        path.Segments.Add(segment);
        return segment;
    }
}

public class Path
{
    private readonly List<Segment> segments = new List<Segment>();

    public IReadOnlyList<Segment> Segments => segments;

    public Segment AddSegment(int property)
    {
        return Segment.AddToPath(this, property);
    }
}

public class Path
{
    private readonly List<Segment> segments = new List<Segment>();

    public IReadOnlyList<Segment> Segments => segments;

    public void AddSegment(int property)
    {
        AddSegment(new Segment(property));
    }

    public void AddSegment(Segment segment)
    {
        if (segment.Path != null) throw ...;
        segment.Path = segment;
        segments.Add(segment);
    }
}

public class Segment
{
    public int Property { get; }

    public Path Path { get; internal set; }

    public Segment(int property)
    {
        Property = property;
    }
}