It's easy enough to get the SQL using
select 'select ' || group_concat(name) || ' from mytable' from pragma_table_info('mytable') where substr(name,1,7)='PREFIX_'
but I think you'd need the eval function to execute the SQL which takes you into load extension territory
https://sqlite.org/c3ref/load_extension.html
I'm not sure if eval is automatically loaded into the CLI and I don't have access to it at the moment and to be honest I'm not sure if eval can return multiple rows. You might need a user defined function to execute the SQL.
https://sqlite.org/c3ref/create_function.html