Wallet sqlite logging is enabled by -debug=walletdb -loglevel=walletdb:trace however the actual log messages are sent at BCLog::Level::Info. Switch to the trace level to make this consistent. This adds [walletdb:trace] to the log output, eg:
0[httpworker.3] [wallet/sqlite.cpp:55] [TraceSqlCallback] [/tmp/bitcoin_func_test_4fsnatpg/node0/regtest/wallets/boring/wallet.dat] SQLite Statement: BEGIN EXCLUSIVE TRANSACTION
becomes
0[httpworker.0] [wallet/sqlite.cpp:55] [TraceSqlCallback] [walletdb:trace] [/tmp/bitcoin_func_test_9lcwth4z/node0/regtest/wallets/boring/wallet.dat] SQLite Statement: BEGIN EXCLUSIVE TRANSACTION