I have tried some basic recursive queries from CubeSQL and SQLite Manager from SQLabs.

Both apps fail. I get a "Wrong context for the requested operation" error.
Looks like "With" clause is unimplemented, but It is strange since SQlite version is 3.16.1

Example

WITH RECURSIVE
  cnt(x) AS (VALUES(1) UNION ALL SELECT x+1 FROM cnt WHERE x<1000000)
SELECT x FROM cnt;  cnt(x) AS (VALUES(1) UNION ALL SELECT x+1 FROM cnt WHERE x<1000000)
SELECT x FROM cnt;

Anyone ever seen this ?
I have contacted Marco, about this, but got no reply yet.