Note that I do not use auto_vacuum for DELETEs are uncommon in my workflows and I am fine with the trade-off and if I do need it I can always PRAGMA it.
defer_foreign_keys is useful if you understand the pros and cons of enabling it.
Yes, if journal_mode was not sticky, a new process opening the db would not know to look for the wal and shm files and read the unflushed latest data from there. On the other hand, foreign key enforcement has nothing to do with the file itself, it's a transaction level thing.
In any case, there is no harm in setting sticky pragmas every connection.