I can load extension with an ODBC connection. I've only tried with mod_spatialite and do not have pre-compiled binaries for any other extension to investigate whether I can load <i>several</i> extensions.
When Ryan mentioned <i>Add a User-defined function</i> I wondered whether he was referring to the CLI or the BindFunction in System.Data.SQLite, which works thus:
>BindFunction(new SQLiteFunctionAttribute("ceiling", 1, FunctionType.Scalar), (Func<object[], object>)((object[] args) => Math.Ceiling((double)((object[])args[1])[0])), null);
And I was puzzled for I have not seen any reference to this being possible in the CLI.