My first thought about your question was: why don't you use transactions?
My guess is that your SQLite Admin (which one are you using?) is grouping your statements into a transaction.
It probably makes an array out of your statements and loops through them inside a transaction.
That's probably why your “long query” works in there.
If you simply add a statement after another and try to execute() them all together it wont work, because, as far as I know, only one statement is executed at a time. I would suggest you use transactions.
Right now i have to loop thru each insert with a new sql class and connection per one.
Unfortunately, after about 430 records, it stops.
Can you say more about this? Are you inserting the records into the same table, or are there different tables? Were you using asynchronous or synchronous connections?