It doesn't matter that SaleNotes
is collection navigation property. It should work the same for references and collections:
_dbContext.Sale.Include(s => s.SaleNotes).ThenInclude(sn=>sn.User);
But as far I know, EF7 also supports the old multi-level Include syntax using Select extension method:
_dbContext.Sale.Include(s => s.SaleNotes.Select(sn=>sn.User));
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