The development of novel double-hybrid density functionals offers new levels of accuracy and is leading to fresh insights into the fundamental properties of matter. Hartree-Fock exact exchange and correlated wave function methods, such as second-order Møller-Plesset (MP2) and direct random phase approximation (dRPA), are usually required to build such functionals. Their high computational cost is a concern, and their application to large and periodic systems is, therefore, limited. In this work, low-scaling methods for Hartree-Fock exchange (HFX), SOS-MP2, and direct RPA energy gradients are developed and implemented in the CP2K software package. The use of the resolution-of-the-identity approximation with a short range metric and atom-centered basis functions leads to sparsity, allowing for sparse tensor contractions to take place. These operations are efficiently performed with the newly developed Distributed Block-sparse Tensors (DBT) and Distributed Block-sparse Matrices (DBM) libraries, which scale to hundreds of graphics processing unit (GPU) nodes. The resulting methods, resolution-of-the-identity (RI)-HFX, SOS-MP2, and dRPA, were benchmarked on large supercomputers. They exhibit favorable sub-cubic scaling with system size, good strong scaling performance, and GPU acceleration up to a factor of 3. These developments will allow for double-hybrid level calculations of large and periodic condensed phase systems to take place on a more regular basis.