I am using the CLI; this query is either not inserting the second row of the first column or prompting me for the end of statement - typing ; does not resolve it.

DROP TABLE IF EXISTS tblCountry;

	CREATE TABLE tblCountry (
		Country TEXT,
		ISO2 TEXT,
		ISO3 TEXT,
		ISONum INT,
		PRIMARY KEY (
			Country,
			ISO2,
			ISO3,
			ISONum
			)
		);

INSERT INTO tblCountry (
	Country,
	ISO2,
	ISO3,
	ISONum
	)
VALUES ('Afghanistan','AF','AFG',4),('Åland Islands','AX','ALA',248);

The problem appears to be he Unicode character Å. The SQL works when I replace Å by A.

How do I insert unicode characters in a TEXT column (I'm using V3.38.2)?

I am using Windows & simply starting SQLite3.EXE without any start-up parameters.

SELECT hex('Åland Islands');

prompts me for the end of statement character.

In 22. Command-line Options I do not see an option for starting SQLite3.EXE with UTF-8 character set: presumably, there is a way. What is it?

The CLI has no such option. It reads stdin to get interactive input, and writes either UTF-8 (or, on Windows, UTF-16 sometimes^a) to stdout. It deals with UTF-8 internally, without exception. (The DB it wraps is another matter.)

Your problem, and the challenge to getting past it, is how to type or paste UTF-8 as input, apparently. The CLI does nothing for input except read it in and treat it as UTF-8 text. This is done exactly the same way for stdin as it is done when .read FILE is used. And, as we have seen, that works without character set issues.

[a. On Windows, when stdout is seen to be the console, the UTF-8 to be output is translated to what the Windows Console API demands. This is not germane to your problem, which is input going awry rather than output. ]

A work-around for your strange platform is:
Run the SQLite CLI shell as an inferior shell process in Emacs running in GUI mode. You will want to pass the -interactive flag to sqlite3.exe if you like to see prompts in interactive use.

Gunter has his finger on the issue.

If I create a proper, UTF-8 file with the content you posted, in one editor I use (mg, a micro-Emacs descendent), the last line renders as: VALUES ('Afghanistan','AF','AFG',4),('\303\202land Islands','AX','ALA',248); .
Then, after I .read it into the shell and query, I get: select * from tblCountry; Afghanistan|AF|AFG|4 Âland Islands|AX|ALA|248 .

There are highly platform/tool dependent reasons that your cap A with circumflex never made it to the either the SQLite CLI or the library it exposes. I think that to diagnose such issues, we would need to know: Your platform; what terminal (or console, etc.) you are using the CLI with; how you entered that text that is not reaching the CLI intact.

When I save my script from NOTEPAD using Encoding UTF-8, the script works.

sqlite> .read e:/temp/sql.txt
Country        ISO2  ISO3  ISONum
-------------  ----  ----  ------
Afghanistan    AF    AFG   4
Åland Islands  AX    ALA   248

Is there a way to start SQLite3.EXE with UTF-8 encoding on Windows?

One way to do it is to use the 'chcp' command:

https://docs.microsoft.com/en-us/windows-server/administration/windows-commands/chcp

This may or may not help with your problem. First I would issue that command without arguments to find out what the current setting is.

A quick Google search, code page 65001 is UTF-8!

(I 'm back to not understanding my original query fails.)