Local sequence cannot be used in LINQ to SQL implementation of query operators except the Contains() operator

You can’t use a Join between a SQL source and a local source. You’ll need to bring the SQL data into memory before you can join them. In this case, you’re not really doing a join since you only take the elements from the first collection, what you want is a select…where…selectid in query, which you can get using the Contains method.

 var SE = Shop.Sections.Where( s => obj.SectionObjects
                                       .Select( so => so.SectionId )
                                       .Contains( s.SectionId ))
                       .ToList();

Translates to

select * from Sections where sectionId in (...)

where the values for the in clause come from the list of ids in the collection of local objects.

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