You need at least Mendix 9.17 to define custom read logic. Here’s an example using a read microflow and OQL actions to provide an odata resource based on an OQL dataset joining 2 entities:
OQL Dataset used to get all the data:
The OData resource definition and custom read microflow:
Resulting Data Hub Pane datasets:
You can access the HTTP request if you enable custom authentication. Other than that Mendix handles everything else.