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Wishing CLI could be usefully embedded
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> How is SIGINT dealt with? Can an application GUI simulate/generate one with a 'cancel' button?

(From memory:) That trap's handler sets a flag which the REPL checks. Clearly, setup of trap handlers should be the embedding app's responsibility, as a compilation option.  Setting that flag needs no simulation -- just doing.

> Will the SQLITE_SHELL_DBNAME_PROC and SQLITE_SHELL_INIT_PROC hacks be made part of the formal interface?

Given the comments near those PP variable usages, those provisions are already part of the interface. I expect that either a new doc page or extension of the shell's present doc page will address use of the shell's code in non-stand-alone contexts. That would make the interfaces "formal", I suppose.

> I think a good test of the interface would be that all the Windows-related cruft in shell.c could be removed and replaced with a Windows application that calls the embedded CLI.

I agree, and the same goes for the *Nix-related cruft.