We can load sub-relations by using 'relation.subrelation' within the relations array itself like this:
relations: ['relation1', 'relation2', 'relation2.subrelation1']
So for your case, instead of using join you can simply do something like this:
this.entityManager.findOne(ChatRoomEntity, {
where: {id: roomToJoin.id},
relations: ['activeUsers', 'messages', 'messages.fromUser'],
}).then(roomEntity => {
...
This is specified here: https://github.com/typeorm/typeorm/blob/master/docs/find-options.md#basic-options