In LINQPad 7 a relatively simple GroupBy query returns results but when you add First() or FirstOrDefault() - the result is not returned.
(Processes is the table I am targeting in this example but I don't think that is the cause for the problem.)
Results
Processes
.GroupBy(p => p.CreatedDate)
.OrderByDescending(x => x.Key)
.Select(g => new { CreatedDate = g.Key, Count = g.Count() })
No Result
Processes
.GroupBy(p => p.CreatedDate)
.OrderByDescending(x => x.Key)
.Select(g => new { CreatedDate = g.Key, Count = g.Count() })
.First();


So the answer turned out to be simple. Change to Language: 'C# Expression' and DO NOT include a semicolon when using just a query (expression). This then returned the expected result This Answer on SO - helped me https://stackoverflow.com/a/8011393/427684
If you want full valid C# with a semicolon then change to Language 'C# Statement' - store the result in a variable and then use LINQPad extension method
.Dump()