Unable to load DLL System.Data.SQLite.dll after it is merged into one assembly

To easily distribute the software to clients, I have to use Ilmerge to combine everything into single exe file, including some dll files e.g. System.Data.SQLite.

When I tried to run the merged exe file, quickly I ran into one issue, it shows the error message "Unable to load DLL System.Data.SQLite.dll. The specified module could not be found." This could be solved by putting this dll file same directory with exe file.

However, this is not an ideal way for me. I had tried to browse my exe file and I am pretty sure that System.Data.SQLite already embed inside. The result I get from google is because System.Data.SQLite is not managed code and cannot be mixed

I have tested csharp-sqlite, but that's look like totally different library for me. Is there any quick way to solve my problem?