AlunosTable.php

<?php

namespace App\Model\Table;

use Cake\ORM\Table;

class AlunosTable extends Table
{
    public function initialize(array $config)
    {
        $this->table('public.alunos');
        $this->primaryKey('cd_aluno');
        $this->entityClass('App\Model\Entity\Aluno');
        
        $this->belongsTo('Turma', [
            'className' => 'Turmas',
            'foreignKey' => 'cd_turma',
            'bindingKey' => 'cd_turma'
        ]);
    }
}

EscolasTable.php

<?php

namespace App\Model\Table;

use Cake\ORM\Table;

class EscolasTable extends Table
{
    public function initialize(array $config)
    {
        $this->table('public.escolas');
        $this->primaryKey('cd_escola');
        $this->entityClass('App\Model\Entity\Escola');
        
        $this->hasMany('Turmas', [
            'className' => 'Turmas',
            'foreignKey' => 'cd_turma',
            'bindingKey' => 'cd_turma'
        ]);
    }
}

TesteController.php

        $this->loadModel('Escolas');
        $this->loadModel('Turmas');
        $this->loadModel('Alunos');
        
        $query = $this->Turmas->find()
                ->contain(['Alunos'])->where(['Alunos.st_aluno' => 0]);
        
        print_r($query->sql());
        //$query->all(); // FAILS
        
        echo "\n\n";
        
        $query = $this->Alunos->find()
                ->contain(['Turma'])->where(['Turma.st_turma' => 0]);
                
        print_r($query->sql());
        $query->all(); // OK
        
        echo "\n\n";
        
        $query = $this->Alunos->find()
                ->contain(['Turma' => function ($q) { return $q->where(['Turma.st_turma' => 0]); }]);
        
        print_r($query->sql());
        $query->all(); // OK, complex mode

TesteShell.php

<?php

namespace App\Shell;

use Cake\Console\Shell;

class TesteShell extends Shell 
{
    public function main()
    {
        $this->loadModel('Escolas');
        $this->loadModel('Turmas');
        $this->loadModel('Alunos');
        
        echo "Limpando dados.\n";
        
        $this->Alunos->query()->delete()->execute();
        $this->Turmas->query()->delete()->execute();
        $this->Escolas->query()->delete()->execute();
        
        echo "Populando tabelas.\n";
        foreach ([1, 0, 1] as $vEscola)
        {
            $entEscola = $this->Escolas->newEntity();
            $entEscola->st_escola = $vEscola;
            $this->Escolas->save($entEscola);
            
            foreach ([0, 0, 1] as $vTurma)
            {
                $entTurma = $this->Turmas->newEntity();
                $entTurma->st_turma = $vTurma;
                $entTurma->cd_escola = $entEscola->cd_escola;
                $this->Turmas->save($entTurma);
                
                foreach ([2, 0] as $vAluno)
                {
                    $entAluno = $this->Alunos->newEntity();
                    $entAluno->st_aluno = $vAluno;
                    $entAluno->cd_turma = $entTurma->cd_turma;
                    $this->Alunos->save($entAluno);
                    
                    echo "Salvo Aluno[{$vEscola}, {$vTurma}, {$vAluno}]\n";
                }
            }
        }
        
        echo "Consultas.\n";
        
        $query = $this->Alunos
                ->find()
                ->contain('Turma')
                ->where(['Turma.st_turma' => 0]);
        
        echo $query->sql() . "\n";
        var_dump($query->all());
        
        $query = $this->Turmas
                ->find()
                ->contain('Escola')
                ->where(['Escola.st_escola' => 1]);
        
        echo $query->sql() . "\n";
        var_dump($query->all());
        
        $query = $this->Escolas
                ->find()
                ->contain('Turmas')
                ->where(['Turmas.st_turma' => 1]);
        
        echo $query->sql() . "\n";
        var_dump($query->all());
        
        echo "\n";
    }
}

TurmasTable.php

<?php

namespace App\Model\Table;

use Cake\ORM\Table;

class TurmasTable extends Table
{
    public function initialize(array $config)
    {
        $this->table('public.turmas');
        $this->primaryKey('cd_turma');
        $this->entityClass('App\Model\Entity\Turma');
        
        $this->hasMany('Alunos', [
            'className' => 'Alunos',
            'foreignKey' => 'cd_turma',
            'bindingKey' => 'cd_turma'
        ]);
        $this->belongsTo('Escola', [
            'className' => 'Escolas',
            'foreignKey' => 'cd_escola',
            'bindingKey' => 'cd_escola'
        ]);
    }
}