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Custom error messages for required table-valued function parameter
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I don't know whether the developers took your suggestion to the future features, but currently you may switch to a different method in order to see your messages.

the SQLITE_CONSTRAINT result as a possible outcome of xBestIndex appeared in Sqlite 3.26.00. But before that one only could provide a very expensive cost for any non-desirable constrained suggestion and report SQLITE_ERROR in the xFilter if no required constraints were provided. Actually I welcomed SQLITE_CONSTRAINT, but I already had virtual tables working only when the required constrained were provided so my current code checks for the version (3.26.00) and works either old or new way. And if you switch to this older method, you should see your error messages set with zErrMsg in the xFilter with SQLITE_ERROR result.