Entity Framework 6 - Group by then Order by the First() takes too long

I really need help with this one and couldn't find related answers after hours of searching.

MySQL, Entity Framework 6, database with a few millions of records, record looks like:

Indexint(11) NOT NULL  
TaskIDint(11) NOT NULL  
DeviceIDbigint(20) NOT NULL  
Commentslongtext NULL  
ExtendedResultslongtext NULL  
RunResultint(11) NOT NULL  
JobResultint(11) NOT NULL  
JobResultValuedouble NOT NULL  
ReporterIDbigint(20) NOT NULL  
FieldIDbigint(20) NOT NULL  
TimeOfRundatetime NOT NULL  

What I need is to get all the records for a specific taskID, then group by DeviceID and sort by TimeOfRun in order to get the latest data for each deviceID in a specific taskID.

This is my code:

List<JobsRecordHistory> newH = db.JobsRecordHistories.AsNoTracking().Where(x => x.TaskID == taskID).GroupBy(x => x.DeviceID).
                Select(x => x.OrderByDescending(y => y.TimeOfRun).FirstOrDefault()).ToList();

But this is the generated query:

{SELECT
`Apply1`.`Index`, 
`Apply1`.`TaskID`, 
`Apply1`.`DEVICEID1` AS `DeviceID`, 
`Apply1`.`RunResult`, 
`Apply1`.`JobResult`, 
`Apply1`.`JobResultValue`, 
`Apply1`.`ExtendedResults`, 
`Apply1`.`Comments`, 
`Apply1`.`ReporterID`, 
`Apply1`.`FieldID`, 
`Apply1`.`TimeOfRun`
FROM (SELECT
`Project2`.`p__linq__0`, 
`Project2`.`DeviceID`, 
(SELECT
`Project3`.`Index`
FROM `JobsRecordHistories` AS `Project3`
 WHERE (`Project3`.`TaskID` = @p__linq__0) AND (`Project2`.`DeviceID` = `Project3`.`DeviceID`)
 ORDER BY 
`Project3`.`TimeOfRun` DESC LIMIT 1) AS `Index`, 
(SELECT
`Project3`.`TaskID`
FROM `JobsRecordHistories` AS `Project3`
 WHERE (`Project3`.`TaskID` = @p__linq__0) AND (`Project2`.`DeviceID` = `Project3`.`DeviceID`)
 ORDER BY 
`Project3`.`TimeOfRun` DESC LIMIT 1) AS `TaskID`, 
(SELECT
`Project3`.`DeviceID`
FROM `JobsRecordHistories` AS `Project3`
 WHERE (`Project3`.`TaskID` = @p__linq__0) AND (`Project2`.`DeviceID` = `Project3`.`DeviceID`)
 ORDER BY 
`Project3`.`TimeOfRun` DESC LIMIT 1) AS `DEVICEID1`, 
(SELECT
`Project3`.`RunResult`
FROM `JobsRecordHistories` AS `Project3`
 WHERE (`Project3`.`TaskID` = @p__linq__0) AND (`Project2`.`DeviceID` = `Project3`.`DeviceID`)
 ORDER BY 
`Project3`.`TimeOfRun` DESC LIMIT 1) AS `RunResult`, 
(SELECT
`Project3`.`JobResult`
FROM `JobsRecordHistories` AS `Project3`
 WHERE (`Project3`.`TaskID` = @p__linq__0) AND (`Project2`.`DeviceID` = `Project3`.`DeviceID`)
 ORDER BY 
`Project3`.`TimeOfRun` DESC LIMIT 1) AS `JobResult`, 
(SELECT
`Project3`.`JobResultValue`
FROM `JobsRecordHistories` AS `Project3`
 WHERE (`Project3`.`TaskID` = @p__linq__0) AND (`Project2`.`DeviceID` = `Project3`.`DeviceID`)
 ORDER BY 
`Project3`.`TimeOfRun` DESC LIMIT 1) AS `JobResultValue`, 
(SELECT
`Project3`.`ExtendedResults`
FROM `JobsRecordHistories` AS `Project3`
 WHERE (`Project3`.`TaskID` = @p__linq__0) AND (`Project2`.`DeviceID` = `Project3`.`DeviceID`)
 ORDER BY 
`Project3`.`TimeOfRun` DESC LIMIT 1) AS `ExtendedResults`, 
(SELECT
`Project3`.`Comments`
FROM `JobsRecordHistories` AS `Project3`
 WHERE (`Project3`.`TaskID` = @p__linq__0) AND (`Project2`.`DeviceID` = `Project3`.`DeviceID`)
 ORDER BY 
`Project3`.`TimeOfRun` DESC LIMIT 1) AS `Comments`, 
(SELECT
`Project3`.`ReporterID`
FROM `JobsRecordHistories` AS `Project3`
 WHERE (`Project3`.`TaskID` = @p__linq__0) AND (`Project2`.`DeviceID` = `Project3`.`DeviceID`)
 ORDER BY 
`Project3`.`TimeOfRun` DESC LIMIT 1) AS `ReporterID`, 
(SELECT
`Project3`.`FieldID`
FROM `JobsRecordHistories` AS `Project3`
 WHERE (`Project3`.`TaskID` = @p__linq__0) AND (`Project2`.`DeviceID` = `Project3`.`DeviceID`)
 ORDER BY 
`Project3`.`TimeOfRun` DESC LIMIT 1) AS `FieldID`, 
(SELECT
`Project3`.`TimeOfRun`
FROM `JobsRecordHistories` AS `Project3`
 WHERE (`Project3`.`TaskID` = @p__linq__0) AND (`Project2`.`DeviceID` = `Project3`.`DeviceID`)
 ORDER BY 
`Project3`.`TimeOfRun` DESC LIMIT 1) AS `TimeOfRun`
FROM (SELECT
@p__linq__0 AS `p__linq__0`, 
`Distinct1`.`DeviceID`
FROM (SELECT DISTINCT 
`Extent1`.`DeviceID`
FROM `JobsRecordHistories` AS `Extent1`
 WHERE `Extent1`.`TaskID` = @p__linq__0) AS `Distinct1`) AS `Project2`) AS `Apply1`}

Which takes way too long.
I don't know SQL good enough, I admit, but if insert a ToList() after the WHERE statement, then I get the results much quicker, though it's still not the right thing to do since there's a lot of un-needed data that the database passes to my app in this situation, and it's still slow = 30 seconds for 40k records.

I also tried this:

Dictionary<long, DateTime> DeviceIDAndTime = db.JobsRecordHistories.AsNoTracking().Where(x => x.TaskID == taskID).GroupBy(x => x.DeviceID)
                .Select(g => new DeviceIDaAndTime { deviceID = g.Key, timeOfRun = g.Max(gi => gi.TimeOfRun) }).ToDictionary(x => x.deviceID, x => x.timeOfRun);

In order to use the dictionary this way:

                List<JobsRecordHistory> newH = db.JobsRecordHistories.AsNoTracking().Where(x => DeviceIDAndTime.Keys.Contains(x.DeviceID) && x.TimeOfRun == DeviceIDAndTime[x.DeviceID]).ToList();

But I get this error:

Additional information: LINQ to Entities does not recognize the method 'System.DateTime get_Item(Int64)' method, and this method cannot be translated into a store expression.

Which makes sense cause from what I understand, when comparing the timeOfRun to the dictionary value, LINQ needs a specific value and not a collection when composing the query.

It's weird to me that I didn't find any related post and that other people didn't encounter this problem. I guess I missed something.

Appreciate any help, Thanks