The error message is from SQLite, which writes some transaction files in the temp folder.
SQLite does not honor the --tempdir advanced option, it always uses the system environment variable TMPDIR which is also used as the default for --tempdir (in other words, if you set the TMPDIR environment variable and nothing else, all temp files go there).
I am guessing that you have some really large volumes that are downloaded into the temporary folder, which causes SQLite to run out of temporary space. What is the volume size you are using?