How to know when/what exceptions are thrown by System.Data.Sqlite objects?

you could use the "brute" way searching into code or by reflector for Exception.

Es:reflector --> analyze "System.Data.SQLite.SQLiteException" --> Instantiated By

    System.Data.SQLite.SQLite3.Bind_Blob(SQLiteStatement, Int32, Byte[]) : Void    System.Data.SQLite.SQLite3.Bind_DateTime(SQLiteStatement, Int32, DateTime) : Void    System.Data.SQLite.SQLite3.Bind_Double(SQLiteStatement, Int32, Double) : Void    System.Data.SQLite.SQLite3.Bind_Int32(SQLiteStatement, Int32, Int32) : Void    System.Data.SQLite.SQLite3.Bind_Int64(SQLiteStatement, Int32, Int64) : Void    System.Data.SQLite.SQLite3.Bind_Null(SQLiteStatement, Int32) : Void    System.Data.SQLite.SQLite3.Bind_Text(SQLiteStatement, Int32, String) : Void    System.Data.SQLite.SQLite3.ChangePassword(Byte[]) : Void    System.Data.SQLite.SQLite3.ColumnMetaData(String, String, String, String&, String&, Boolean&, Boolean&, Boolean&) : Void    System.Data.SQLite.SQLite3.CreateCollation(String, SQLiteCollation, SQLiteCollation) : Void    System.Data.SQLite.SQLite3.CreateFunction(String, Int32, Boolean, SQLiteCallback, SQLiteCallback, SQLiteFinalCallback) : Void    System.Data.SQLite.SQLite3.GetIndexColumnExtendedInfo(String, String, String, Int32&, Int32&, String&) : Void    System.Data.SQLite.SQLite3.Open(String, SQLiteOpenFlagsEnum, Int32, Boolean) : Void    System.Data.SQLite.SQLite3.Prepare(SQLiteConnection, String, SQLiteStatement, UInt32, String&) : SQLiteStatement    System.Data.SQLite.SQLite3.Reset(SQLiteStatement) : Int32    System.Data.SQLite.SQLite3.SetPassword(Byte[]) : Void    System.Data.SQLite.SQLite3.SetTimeout(Int32) : Void    System.Data.SQLite.SQLite3.Step(SQLiteStatement) : Boolean    System.Data.SQLite.SQLite3_UTF16.Bind_Text(SQLiteStatement, Int32, String) : Void    System.Data.SQLite.SQLite3_UTF16.Open(String, SQLiteOpenFlagsEnum, Int32, Boolean) : Void    System.Data.SQLite.SQLiteBase.CloseConnection(SQLiteConnectionHandle) : Void    System.Data.SQLite.SQLiteBase.FinalizeStatement(SQLiteStatementHandle) : Void    System.Data.SQLite.SQLiteBase.ResetConnection(SQLiteConnectionHandle) : Void    System.Data.SQLite.SQLiteDataReader.CheckClosed() : Void    System.Data.SQLite.SQLiteStatement.BindParameter(Int32, SQLiteParameter) : Void    System.Data.SQLite.SQLiteTransaction.IsValid(Boolean) : Boolean