My grandmother died having never heard any of this, in a place where nobody was talking about Jesus. What happens to someone like her?

“That be far from thee to do after this manner, to slay the righteous with the wicked: and that the righteous should be as the wicked, that be far from thee: Shall not the Judge of all the earth do right?”

Abraham is arguing with God about the fate of a city, pressing him on whether the innocent will be swept away along with the guilty. The question he asks is essentially the one you are asking. Notice that scripture preserves the argument rather than rebuking it. Abraham's confidence is not that he knows the outcome, but that the one deciding it can be trusted to do right.

“For when the Gentiles, which have not the law, do by nature the things contained in the law, these, having not the law, are a law unto themselves: Which shew the work of the law written in their hearts, their conscience also bearing witness, and their thoughts the mean while accusing or else excusing one another;)”

Paul is writing to a church divided between Jews who had the law and Gentiles who did not, and he acknowledges people who never received the revelation yet still show something of it written on them. He does not turn this into a complete answer about their eternal fate, and neither should we. What he does establish is that God judges each person with full knowledge of what they were actually given.