I agree that having the whole state of an app in one single object is not ideal, especially when the app becomes huge. Also, I concur with you on the fact that Redux adds a lot of steps to get something done, however I think it’s a trade off we have to do in order to have a maintainable and scalable application.
I don’t think you could replace Redux with GraphQL, at the end you might end up having to use redux again to get the data from it. This because I can see how it would become very complicated to handle all the components states via parent states, specially for multi-step process.
I do love GraphQL and it seems like you do too. However, I’d suggest looking into other kind of state manager like MobX https://mobx.js.org/ which could work great with GraphQL if you’re planning to get rid of Redux.