It seems that write to sqlite with Ogr doesn't work. Requires Gdal upgrade ?
To reproduce :
CREATE TABLE test( name VARCHAR (254));
Dim connOgr As OgrDatasource = New OgrDatasource
success = connOgr.Open(Context.sqlite)
connOgr.ExecuteSQL("Insert into test (name) values ('olivier');", msg)
msg => In ExecuteSQL(): sqlite3_step(Insert into test (name) values ('olivier'):
SQL logic error or missing database