You can join using the following query:

{
        collection: "activities",
        q: *,
        filter_by: `$feed_activities(feedEntityId:=${entityId} && feedKey:=${key})`,
        include_fields: "$feed_activities(activityId), $messages(*, strategy: merge)",
},

Unfortunately, you won't be able to query

messages.text

since querying by a referenced collection's field is not yet possible.