var query1 = context.Set<BookTwo>().ToList(); // Выполнился успешно
var query2 = context.Set<BookTwo>().Include("Message").ToList(); // Выполнился с ошибкой
Текст ошибки: Invalid object name 'dbo.BookTwoMessageBookTwoes'.

[Table("Message", Schema = "dbo")]
public class Message 
{
    [Key]
    public int Id { get; set; }
    public virtual ICollection<MessageReference> MessageReference { get; set; }
}
public abstract class MessageReference
{
    public int Id { get; set; }
    public int MessageId { get; set; }
    public Message Message { get; set; }
    public abstract object ReferenceBook { get; }
}
public class MessageBookOne : MessageReference
{
    public virtual ICollection<BookOne> BookOne { get; set; }
    public override object ReferenceBook
    {
        get { return BookOne.FirstOrDefault(); }
    }
}
public class MessageBookTwo : MessageReference
{
    public virtual ICollection<BookTwo> BookTwo { get; set; }
    public override object ReferenceBook
    {
         get { return BookTwo.FirstOrDefault(); }
    }
}
[Table("BookOne", Schema = "dbo")]
public class BookOne
{
    [Key]
    public int Id { get; set; }
    public virtual ObservableCollection<MessageBookOne> Message { get; set; }
}
[Table("BookTwo", Schema = "dbo")]
public class BookTwo 
{
    [Key]
    public int Id { get; set; }
    public virtual ObservableCollection<MessageBookTwo> Message { get; set; }
}

public override void Up()
        {
            CreateTable(
                "dbo.BookOne",
                c => new
                    {
                        Id = c.Int(nullable: false, identity: true),
                    })
                .PrimaryKey(t => t.Id);
            
            CreateTable(
                "dbo.MessageReferences",
                c => new
                    {
                        Id = c.Int(nullable: false, identity: true),
                        MessageId = c.Int(nullable: false),
                        Discriminator = c.String(nullable: false, maxLength: 128),
                    })
                .PrimaryKey(t => t.Id)
                .ForeignKey("dbo.Message", t => t.MessageId, cascadeDelete: true)
                .Index(t => t.MessageId);
            
            CreateTable(
                "dbo.Message",
                c => new
                    {
                        Id = c.Int(nullable: false, identity: true),
                    })
                .PrimaryKey(t => t.Id);
            
            CreateTable(
                "dbo.BookTwo",
                c => new
                    {
                        Id = c.Int(nullable: false, identity: true),
                    })
                .PrimaryKey(t => t.Id);
            
            CreateTable(
                "dbo.MessageBookOneBookOnes",
                c => new
                    {
                        MessageBookOne_Id = c.Int(nullable: false),
                        BookOne_Id = c.Int(nullable: false),
                    })
                .PrimaryKey(t => new { t.MessageBookOne_Id, t.BookOne_Id })
                .ForeignKey("dbo.MessageReferences", t => t.MessageBookOne_Id, cascadeDelete: true)
                .ForeignKey("dbo.BookOne", t => t.BookOne_Id, cascadeDelete: true)
                .Index(t => t.MessageBookOne_Id)
                .Index(t => t.BookOne_Id);
            
            CreateTable(
                "dbo.BookTwoMessageBookTwoes",
                c => new
                    {
                        BookTwo_Id = c.Int(nullable: false),
                        MessageBookTwo_Id = c.Int(nullable: false),
                    })
                .PrimaryKey(t => new { t.BookTwo_Id, t.MessageBookTwo_Id })
                .ForeignKey("dbo.BookTwo", t => t.BookTwo_Id, cascadeDelete: true)
                .ForeignKey("dbo.MessageReferences", t => t.MessageBookTwo_Id, cascadeDelete: true)
                .Index(t => t.BookTwo_Id)
                .Index(t => t.MessageBookTwo_Id);
            
        }