Could not format node 'Value' for execution as SQL

Question

I've stumbled upon a very strange LINQ to SQL behaviour / bug, that I just can't understand.

Let's take the following tables as an example: Customers -> Orders -> Details.
Each table is a subtable of the previous table, with a regular Primary-Foreign key relationship (1 to many).

If I execute the follow query:

var q = from c in context.Customers
        select (c.Orders.FirstOrDefault() ?? new Order()).Details.Count();

Then I get an exception: Could not format node 'Value' for execution as SQL.

But the following queries do not throw an exception:

var q = from c in context.Customers
        select (c.Orders.FirstOrDefault() ?? new Order()).OrderDateTime;
var q = from c in context.Customers
        select (new Order()).Details.Count();

If I change my primary query as follows, I don't get an exception:

var q = from r in context.Customers.ToList()
        select (c.Orders.FirstOrDefault() ?? new Order()).Details.Count();

Now I could understand that the last query works, because of the following logic:
Since there is no mapping of "new Order()" to SQL (I'm guessing here), I need to work on a local list instead.

But what I can't understand is why do the other two queries work?!?

I could potentially accept working with the "local" version of context.Customers.ToList(), but how to speed up the query?
For instance in the last query example, I'm pretty sure that each select will cause a new SQL query to be executed to retrieve the Orders. Now I could avoid lazy loading by using DataLoadOptions, but then I would be retrieving thousands of Order rows for no reason what so ever (I only need the first row)...
If I could execute the entire query in one SQL statement as I would like (my first query example), then the SQL engine itself would be smart enough to only retrieve one Order row for each Customer...

Is there perhaps a way to rewrite my original query in such a way that it will work as intended and be executed in one swoop by the SQL server?

EDIT:
(longer answer for Arturo)
The queries I provided are purely for example purposes. I know they are pointless in their own right, I just wanted to show a simplistic example.

The reason your example works is because you have avoided using "new Order()" all together. If I slightly modify your query to still use it, then I still get an exception:

var results = from e in (from c in db.Customers
                         select new { c.CustomerID, FirstOrder = c.Orders.FirstOrDefault() })
              select new { e.CustomerID, Count = (e.FirstOrder != null ? e.FirstOrder : new Order()).Details().Count() }

Although this time the exception is slightly different - Could not format node 'ClientQuery' for execution as SQL.
If I use the ?? syntax instead of (x ? y : z) in that query, I get the same exception as I originaly got.

In my real-life query I don't need Count(), I need to select a couple of properties from the last table (which in my previous examples would be Details). Essentially I need to merge values of all the rows in each table. Inorder to give a more hefty example I'll first have to restate my tabels:

Models -> ModelCategoryVariations <- CategoryVariations -> CategoryVariationItems -> ModelModuleCategoryVariationItemAmounts -> ModelModuleCategoryVariationItemAmountValueChanges

The -> sign represents a 1 -> many relationship. Do notice that there is one sign that is the other way round...

My real query would go something like this:

var q = from m in context.Models
        from mcv in m.ModelCategoryVariations
        ... // select some more tables
        select new
        {
           ModelId = m.Id,
           ModelName = m.Name,
           CategoryVariationName = mcv.CategoryVariation.Name,
           ..., // values from other tables
           Categories = (from cvi in mcv.CategoryVariation.CategoryVariationItems
                         let mmcvia = cvi.ModelModuleCategoryVariationItemAmounts.SingleOrDefault(mmcvia2 => mmcvia2.ModelModuleId == m.ModelModuleId) ?? new ModelModuleCategoryVariationItemAmount()
                         select new
                         {
                            cvi.Id,
                            Amount = (mmcvia.ModelModuleCategoryVariationItemAmountValueChanges.FirstOrDefault() ?? new ModelModuleCategoryVariationItemAmountValueChange()).Amount
                            ... // select some more properties
                         }
         }

This query blows up at the line let mmcvia =.
If I recall correctly, by using let mmcvia = new ModelModuleCategoryVariationItemAmount(), the query would blow up at the next ?? operand, which is at Amount =.
If I start the query with from m in context.Models.ToList() then everything works...

Answer 1

Why are you looking into only the individual count without selecting anything related to the customer.

You can do the following.

var results = from e in 
                  (from c in db.Customers
                   select new { c.CustomerID, FirstOrder = c.Orders.FirstOrDefault() })
              select new { e.CustomerID, DetailCount = e.FirstOrder != null ? e.FirstOrder.Details.Count() : 0 };

EDIT:

OK, I think you are over complicating your query. The problem is that you are using the new WhateverObject() in your query, T-SQL doesnt know anyting about that; T-SQL knows about records in your hard drive, your are throwing something that doesn't exist. Only C# knows about that. DON'T USE new IN YOUR QUERIES OTHER THAN IN THE OUTER MOST SELECT STATEMENT because that is what C# will receive, and C# knows about creating new instances of objects.

Of course is going to work if you use ToList() method, but performance is affected because now you have your application host and sql server working together to give you the results and it might take many calls to your database instead of one.

Try this instead:

Categories = (from cvi in mcv.CategoryVariation.CategoryVariationItems
              let mmcvia = 
                   cvi.ModelModuleCategoryVariationItemAmounts.SingleOrDefault(
                        mmcvia2 => mmcvia2.ModelModuleId == m.ModelModuleId)
              select new
              {
                   cvi.Id,
                   Amount = mmcvia != null ?
                      (mmcvia.ModelModuleCategoryVariationItemAmountValueChanges.Select(
                           x => x.Amount).FirstOrDefault() : 0
                   ... // select some more properties
              }

Using the Select() method allows you to get the first Amount or its default value. I used "0" as an example only, I dont know what is your default value for Amount.