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When using sqlite3_step(stmt) inside a transaction my busy-handler is not being called
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No problem.

 > I meant, are there known cases, like the one discussed here - DEFERRED TRANSACTION, and the one documented in sqlite - multiple processes.

There should not be.  The only other place you may see one is if you try to DROP a table that is in use in the same transaction as the DROP command is issued.  For example, if you do:

```
BEGIN TRANSACTION;
SELECT * FROM x;   -- but do not read until SQLITE_DONE is returned or otherwise reset the statement
DROP TABLE x;      -- this will return a LOCKED/BUSY error because you cannot drop a table out from underneath an executing statement
COMMIT;            -- this will not take effect until you finish the SELECT, the read lock will be kept until you reset the SELECT
```