public class Device
{
    [Key]
    public int Id { get; set; }

public class DeviceStatus
{
    [Key]
    public int Id { get; set; }

    [...]
    public Device Device { get; set; }
}

var statusMac =
    from status in actiContext.DeviceStatus.OfType<DeviceStatus>().Include(s => s.Device)
    where status.Device.Mac == mac
    select status
    ;

var lastStatusMac =
    from status in statusMac
    group status by status.Device.Id
    into g
    select g.Where(s1 => s1.TimeStamp == g.Max(s2 => s2.TimeStamp));

var lastStatusMac =
    from status in statusMac**.toList()**
    group status by status.Device.Id
    into g
    select g.Where(s1 => s1.TimeStamp == g.Max(s2 => s2.TimeStamp));