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Using WAL mode with multiple processes
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That's the bit that confused me - it sounded like it meant that it would change for connections that are currently open, but I wasn't sure if it would affect connections that open later on.

If WAL is actually a persistent property of the database file itself then I guess the answer is that any connection can "turn on" WAL for a database file and it will stay as a WAL database file for the rest of its life (unless another connection turns it off again).