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cannot start a transaction within a transaction using sqlite shell
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The root cause is likely that WSL does not work correctly and is insufficient for reliable use and should only be used for "entertainment purposes".

The Great Unwashed seem to commonly believe that these "entertainment quality only" systems are designed for "general purpose production use" when this has been shown, repeatedly, not to be the case.

I do not think there is anything that can be done other than to advise patients "Do not do that then".