Du kan göra detta med en korrelerad underfråga:
select a.*,
(select application_stage
from application_progress ap
where ap.application_id = a.id
order by stage_date desc
limit 1
) MostRecentStage
from applications a;
EDIT:
Du kan gå med i sökandens uppgifter med något i stil med detta::
select a.*, aa.*,
(select application_stage
from application_progress ap
where ap.application_id = a.id
order by stage_date desc
limit 1
) MostRecentStage
from applications a join
applicant aa
on a.applicant_id = aa.id;