How Entity Framework navigation property is binded

Question

We're using the EF Core to handle the relations and accesss our datas. Actually we have a data structure with several levels as following:

Public Class Case 
{
     public GUID ID;
     public GUID ParentID;
     public virtual ICollection<Case> LinkedCases;
     public virtual ICollection<Event> Events { get; set; }
}

Public Class Event
{
     some properties
}

And then in my Entity framework AppDbContext, I declared following:

public DbSet<Case> Cases;

public DbSet<Event> Events;

We have to launch several times the search to load all the data. I'm currently working on the Performance test of different loading ways:

Eager loading

1. This has good performance during the search of the 1/2 level.
2. But we will have cartesian explosions during the search after the 3 level because of the "left join" several times with the same schema.
3. The good point is that this has the least number of queries so the least time during the communication between our application server and DB server.

Explicit loading I have updated a little how it works, so basically we will load the first level, then the second level from the first level, then the third level from the second level.

1. The good point is that I definitly avoid the cartesian explision, I have a DB query duration stable.
2. But the bad point is that I have more queries, which means more communications, which had a significant impaction the performance.

So I'm thinking a way how I can reduce the number of queries and also avoiding too many joints between the schemas.

Dynamic ways

1. In this way, I will firstly search the root case by the ID provided in dbContext.Cases.

2. Then I will search all the case.ParentId = Id and get their IDs.

3. And then I will continue the search to find all the case.ParentId existed in the IDs and load them in dbContext.Cases.

4. In this way, I successfully reduce the number of queries and avoid too many joins issues.

5. Since the datas are loaded in the DbSet rather than the navigation properties, then I think about that I should create the binding between the case and their LinkedCases. But I found they are already binded.

Question I think there should be some functions which can handle this but I'm little confused how the navigation properties are binded automatically when they're loaded independantly, I tried to search in the Entity Framework forum, the official site, but didn't find too much helpful information.

Can you please help?