If the .wal file is not backed up, then any information in it will not be backed up. Depending on the settings for the WAL, this can be quite a lot. You would need to do something like the VACUUM INTO trick described above if you want to safely backup the sqlite database from a live filesystem, because there is a risk of the WAL and database being out of sync. I’m not sure that SQLite, good though it is, can get around the WAL being taken at a different time to the rest of the database.

The problem here isn’t the .wal file, but doing backups from a moving filesystem. The solution is to use snapshots. ZFS supports snapshots natively, and Linux’s device mapper supports snapshots of any block device. [0]

[0] https://www.kernel.org/doc/html/latest/admin-guide/device-ma...

Why? An atomic filesystem snapshot is very similar to power loss. Since WAL is required to handle that scenario, it's just as important when backing up through snapshots.