Fetching Data from joining table for any one from condition satisfied
Try it:

SELECT * 
FROM myactivities_4 
LEFT JOIN claims2 ON claims2.activityid = myactivities_4.activityid 
WHERE myactivities_4.activityid NOT IN (
    SELECT activityid  
    FROM claims2 
    WHERE claim_status NOT IN ('Submitted', 'Approved','Rejected')
)