group by a table and then sort it.
SELECT sa.*, s.*
FROM shipment_activities sa
JOIN shipments s ON s.id = sa.shipment_id
INNER JOIN
(
SELECT max(date_time) maxTime, shipment_id, status_description
FROM shipment_activities
GROUP BY shipment_id
) sa2
ON sa.shipment_id = sa2.shipment_id
WHERE sa.date_time = sa2.maxTime AND
sa.status_description != 'Delivered'
GROUP BY sa.shipment_id
ORDER BY sa.shipment_id ASC