Hi!
Maybe I'm wrong but I think that you get two "different" connections when the AcquireConnection method is call.
I would do this:
LTransactionRW.Connection := FDManager.AcquireConnection('MY_DB', '');
LTransactionRW.Options.ReadOnly := False;
LQueryRW.Connection := LTransactionRW.Connection;
LQueryRW.Transaction := LTransactionRW;