Program.cs

using Microsoft.EntityFrameworkCore;
using Microsoft.EntityFrameworkCore.Query;
using Microsoft.EntityFrameworkCore.Query.SqlExpressions;
using System;
using System.Collections.Generic;
using System.Diagnostics.CodeAnalysis;
using System.Linq;
using System.Reflection;

namespace ConsoleApp1
{

    class Program
    {
        static void Main(string[] args)
        {
            var bldr = new DbContextOptionsBuilder();

            bldr.UseSqlServer("Server=.;Database=deleteme;Integrated Security=true;");
            var context = new DemoDbContext(bldr.Options);
            var query = context.Set<Url>()
                .Join(context.Set<Click>(), e => e.Key, c => c.ShortUrlKey, (url, click) => new { Url = url, Click = click })
                .GroupBy(e => new { e.Url.Key, e.Url.UrlString, e.Url.CreatedBy })
                .Select(u => new
                {
                    Key = u.Key.Key,
                    Url = u.Key.UrlString,
                    CreatedBy = u.Key.CreatedBy,
                    Clicks = u.Count()
                });
            Console.WriteLine(query.ToSql());
        }
    }
    public class DemoDbContext : DbContext
    {
        public DemoDbContext([NotNullAttribute] DbContextOptions options) : base(options)
        {
        }
        protected override void OnModelCreating(ModelBuilder modelBuilder)
        {
            modelBuilder.Entity<Click>().HasKey(e => e.Id);
            var urlBldr = modelBuilder.Entity<Url>();
            urlBldr.Property(e => e.UrlString).HasColumnName("Url");
            urlBldr.HasKey(e => e.Id);
            base.OnModelCreating(modelBuilder);
        }
    }
    public class Url
    {
        public Guid Id { get; set; }
        public string UrlString { get; set; }
        public string Key { get; set; }
        public string CreatedBy { get; set; }
    }
    public class Click
    {
        public int Id { get; set; }
        public string ShortUrlKey { get; set; }
        public string CreatedBy { get; set; }
    }

    public static class EFHelper
    { 
        public static string ToSql<TEntity>(this IQueryable<TEntity> query) where TEntity : class
        {
            var enumerator = query.Provider.Execute<IEnumerable<TEntity>>(query.Expression).GetEnumerator();
            var relationalCommandCache = enumerator.Private("_relationalCommandCache");
            var selectExpression = relationalCommandCache.Private<SelectExpression>("_selectExpression");
            var factory = relationalCommandCache.Private<IQuerySqlGeneratorFactory>("_querySqlGeneratorFactory");

            var sqlGenerator = factory.Create();
            var command = sqlGenerator.GetCommand(selectExpression);

            string sql = command.CommandText;
            return sql;
        }

        private static object Private(this object obj, string privateField) => obj?.GetType().GetField(privateField, BindingFlags.Instance | BindingFlags.NonPublic)?.GetValue(obj);
        private static T Private<T>(this object obj, string privateField) => (T)obj?.GetType().GetField(privateField, BindingFlags.Instance | BindingFlags.NonPublic)?.GetValue(obj);
    }
}