Yes you understood right you would need to use two different sources.
There is no direct way to use elasticsearch with EF, you would need to write you custom logic to fit Database and Elasticsearch together.
If you ask why? Answer is that Database and Elasticsearch are different.
First of all Elastic is document database and you should save whole object while in database you can split items to multiple tables in ES "preferable" to save as a one document (Still in ES you can use nested objects but you will not be able to join).
Secondly search queries are totally different in SQl and Elastic. So sometimes only you would decide which source should be used to search. To search Elastic you can use NEST package but you would need to learn ES queries and indexing part since depends on analysis you will have defferent results.