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WAL journal and threading mode
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For the greater certainty, "global data" and "data associated with a connection" DOES NOT INCLUDE data contained in any file on disk or stored "at the other end" of a connection.

It means "data stored in memory".  An example of "global data" is such things as linked lists of pointers to all the "connections" open and myriads of other global housekeeping data stored in program memory.  An example of "connection data" may include such things as the data maintained by the connection structure itself (where am I?  who am I?  what files am I connected to?  what is the current locking state of those files?) as well as the lists of and subordinate objects to the connection itself such as the internal reprentation of the schema for the database files belonging to the connection, the statements belonging to the connection, and so on and so forth.

The threading mode is concerned with control of multiple access and modification of that data.

The journal mode / transaction mode / multiple access concurrency control / file locking is concerned with accessing data stored in files that are at the other end of the connection.

They are two completely separate and unrelated things.