Last record by date given a foreign table
Ok, I finally got my Sh** together. Was a bit rusty :

SELECT result.* FROM massifs m
JOIN LATERAL (SELECT m.id, m.name, r.record_date, r.some_usefulldata 
    FROM records WHERE (m.id=r.massif_id) 
    ORDER BY r_record_date DESC LIMIT 1
) result ON true
ORDER BY m.id, result.record_date DESC


To be honest I found the answer on the timescaledb docs. I thought this was a common problem in TSDB, it was !