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facing issue from sqlite3_step()
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> is there any way to handle this scenario with multiple connections to in-memory db?

I'm afraid not. Multiple connections to in-memory DB requires shared-cache.  
Which works well for parallel read-only scenarios only, no writes.

WAL is not supported for in-memory DB, and likely won't be.  
So cannot mix reads and writes concurrent access to for in-memory DBs...

If you write a memory-backed VFL, I guess one could achieve WAL  
and thus MVCC for an *in-memory* DB, except SQLite wouldn't know it's  
in-memory, it would appear as an in-disk DB to it.

Of use some kind of memory-backed FS, like a RAM disk or something.  
That way no need for a complex VFS at all. --DD