Summary
It’s challenging when we need an object to have different relationships at different frames, but nothing is impossible. We just need to do some careful planning to determine what affects what, and when. Our transitions between these relationships are a bit like stage magic; things change in the blink of an eye, and the audience can’t see all the careful planning that went into setting up the shot.
Don’t think that the technique we just learned is the only way to do this! For instance, we could do exactly the opposite – that is, parent the ball to the grab bone, then use some Copy Transforms constraints targeted to other dummy bones for the frames during which the ball isn’t in Rain’s hand.
In other cases, we might just use two identical balls – only one of them parented to the hand. Then, we could make them appear or disappear at the appropriate times. It all depends on the specific shot and the preferences of the animator...