See the question and my original answer on StackOverflow

extension-functions.c doesn't export any function (aka 'procedure'), so, as is, the output DLL is pretty useless.

The SQLite shell expects a function named sqlite3_extension_init as stated in the Programming Loadable Extensions SQLite documentation chapter.

So, you just have to modify extension-functions.c like this (around line 1837).

Before:

#ifdef COMPILE_SQLITE_EXTENSIONS_AS_LOADABLE_MODULE
int sqlite3_extension_init(
    sqlite3 *db, char **pzErrMsg, const sqlite3_api_routines *pApi){
  SQLITE_EXTENSION_INIT2(pApi);
  RegisterExtensionFunctions(db);
  return 0;
}
#endif /* COMPILE_SQLITE_EXTENSIONS_AS_LOADABLE_MODULE */

after:

#ifdef COMPILE_SQLITE_EXTENSIONS_AS_LOADABLE_MODULE
#ifdef _WIN32
__declspec(dllexport)
#endif
int sqlite3_extension_init(
    sqlite3 *db, char **pzErrMsg, const sqlite3_api_routines *pApi){
  SQLITE_EXTENSION_INIT2(pApi);
  RegisterExtensionFunctions(db);
  return 0;
}
#endif /* COMPILE_SQLITE_EXTENSIONS_AS_LOADABLE_MODULE */