gistfile1.txt

                var query = (from o in dbcontext.Orders
                             let lastStatus = dbcontext.OrderStatus.Where(x => x.OrderId == o.Id).OrderByDescending(x => x.CreatedDate).FirstOrDefault()
                             where lastStatus.OrderId != 1
                             select new { o.Name, lastStatus.Id }
                             ).ToList();

Output

  SELECT [o].[Name], (
          SELECT TOP(1) [x0].[Id]
          FROM [OrderStatus] AS [x0]
          WHERE [x0].[OrderId] = [o].[Id]
          ORDER BY [x0].[CreatedDate] DESC
      ) AS [Id]
      FROM [Orders] AS [o]
      WHERE (
          SELECT TOP(1) [x].[OrderId]
          FROM [OrderStatus] AS [x]
          WHERE [x].[OrderId] = [o].[Id]
          ORDER BY [x].[CreatedDate] DESC
      ) <> 1