[sqlite] Union all writting on /var/tmp documentation warning

[Eleytherios Stamatogiannakis]

Can a warning about "union all"'s behaviour of  buffering everything in 
/var/tmp be added in SQLite's documentation?

I think that such a warning could save a lot of time for other SQLite 
users that trip over the same thing as i did.

Thank you,

lefteris.
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