Problem was with DataContext and connectonString, to fix it I had to change...
string connectionString = "DbLinqProvider=Sqlite;Data Source=db2.sqlite;";
SQLiteConnection connection = new SQLiteConnection(connectionString);
DataContext db = new DataContext(connection);
... or add to DbLinqConnectionType to connectionString...
string connectionString = "DbLinqProvider=Sqlite;Data Source=db2.sqlite;";
connectionString += "DbLinqConnectionType=System.Data.SQLite.SQLiteConnection, System.Data.SQLite, Version=1.0.66.0, Culture=neutral, PublicKeyToken=db937bc2d44ff139";
DataContext db = new DataContext(connectionString);