var result =  from pd in _context.PickDetails.Include(pd => pd.DeliveryOrderDetail)
                          join p in _context.Pallets on pd.Pallet_ID equals p.Pallet_ID
                          where pd.DeliveryOrder_ID == deliveryOrderId 
                                && p.IsLoadConfirmed == false 
                                && (fromSetPallet || p.Status == "REQUEST")
                                && pd.IsCombined == false
                          group pd by new {p.Pallet_ID, p.SAP_Pallet_ID, p.LocationCode} into palletGroup
                          select palletGroup;

and (xx  ||  xxx =  xxx)

求人不如求己啊，问了好半天。哎。