You can add a manual (not generated) relationship when you fetch an EntityCollection. Then you can add a CustomFilter to the relation to include any predicate. (Ref...).
Example using Northwind Low Level API:
SQL to mimic
SELECT Orders.*
FROM Orders
LEFT JOIN Orders O2
ON Orders.CustomerID = O2.CustomerID
AND Orders.EmployeeID = O2.EmployeeID
AND Orders.OrderID < O2.OrderID
WHERE O2.OrderID IS NULL AND Orders.CustomerID = 'ALFKI'
Fetch code using SelfServicing in v5.6
// create a custom relationship
var specialRelation = new EntityRelation(OrderFields.CustomerId, OrderFields.CustomerId, RelationType.OneToMany);
specialRelation.AddEntityFieldPair(OrderFields.EmployeeId, OrderFields.EmployeeId);
// add a special filter to the relationship
specialRelation.CustomFilter = new PredicateExpression(OrderFields.OrderId < OrderFields.OrderId.SetObjectAlias("O2"));
var relations = new RelationCollection();
relations.Add(specialRelation, "O2", JoinHint.Left); // set a alias for the second (end) entity
var filter = new PredicateExpression();
filter.Add(OrderFields.OrderId.SetObjectAlias("O2") == DBNull.Value);
filter.Add(OrderFields.CustomerId == "ALFKI");
var orders = new OrderCollection();
orders.GetMulti(filter, relations);
Hope that helps