Solution 1:

This happens because of NSubstitute syntax specific. For example in:

((IQueryable<Blog>) mockSet).Provider.Returns(data.Provider);

NSubstitute calls the Provider's getter, then it specifies the return value. This getter call isn't intercepted by the substitute and you get an exception. It happens because of explicit implementation of IQueryable.Provider property in DbQuery class.

You can explicitly create substitutes for multiple interfaces with NSub, and it creates a proxy which covers all specified interfaces. Then calls to the interfaces will be intercepted by the substitute. Please use the following syntax:

// Create a substitute for DbSet and IQueryable types:
var mockSet = Substitute.For<DbSet<Blog>, IQueryable<Blog>>();
    
// And then as you do:
((IQueryable<Blog>) mockSet).Provider.Returns(data.Provider);
((IQueryable<Blog>) mockSet).Expression.Returns(data.Expression);
((IQueryable<Blog>) mockSet).ElementType.Returns(data.ElementType);
((IQueryable<Blog>) mockSet).GetEnumerator().Returns(data.GetEnumerator());

Solution 2:

Thanks to Kevin, I've found the problem in my code translation.

The unittest code samples are mocking DbSet, but NSubstitute requires the interface implementation. So the equivalent of Moqs new Mock<DbSet<Blog>>() for NSubstitute is Substitute.For<IDbSet<Blog>>(). You're not always required to provide the Interface, so that's why I was confused. But in this specific case, it turned out to be crucial.

It also turned out that we don't have to cast to Queryable when using the interface IDbSet.

So the working test code:

public void GetAllBlogs_orders_by_name()
{
  // Arrange
  var data = new List<Blog>
  {
    new Blog { Name = "BBB" },
    new Blog { Name = "ZZZ" },
    new Blog { Name = "AAA" },
  }.AsQueryable();

  var mockSet = Substitute.For<IDbSet<Blog>>();
  mockSet.Provider.Returns(data.Provider);
  mockSet.Expression.Returns(data.Expression);
  mockSet.ElementType.Returns(data.ElementType);
  mockSet.GetEnumerator().Returns(data.GetEnumerator());

  var mockContext = Substitute.For<BloggingContext>();
  mockContext.Blogs.Returns(mockSet);

  // Act and Assert ...
}

I've written a small extention method to cleanup the Arrange section of the unit tests.

public static class ExtentionMethods
{
    public static IDbSet<T> Initialize<T>(this IDbSet<T> dbSet, IQueryable<T> data) where T : class
    {
        dbSet.Provider.Returns(data.Provider);
        dbSet.Expression.Returns(data.Expression);
        dbSet.ElementType.Returns(data.ElementType);
        dbSet.GetEnumerator().Returns(data.GetEnumerator());
        return dbSet;
    }
}

// usage like:
var mockSet = Substitute.For<IDbSet<Blog>>().Initialize(data);

Not the question, but in case you also need to be able to support async operations:

public static IDbSet<T> Initialize<T>(this IDbSet<T> dbSet, IQueryable<T> data) where T : class
{
  dbSet.Provider.Returns(data.Provider);
  dbSet.Expression.Returns(data.Expression);
  dbSet.ElementType.Returns(data.ElementType);
  dbSet.GetEnumerator().Returns(data.GetEnumerator());

  if (dbSet is IDbAsyncEnumerable)
  {
    ((IDbAsyncEnumerable<T>) dbSet).GetAsyncEnumerator()
      .Returns(new TestDbAsyncEnumerator<T>(data.GetEnumerator()));
    dbSet.Provider.Returns(new TestDbAsyncQueryProvider<T>(data.Provider));
  }

  return dbSet;
}

// create substitution with async
var mockSet = Substitute.For<IDbSet<Blog>, IDbAsyncEnumerable<Blog>>().Initialize(data);
// create substitution without async
var mockSet = Substitute.For<IDbSet<Blog>>().Initialize(data);