I think that it might be easiest to do with ST_ShortestLine
with PostGIS http://postgis.net/docs/ST_ShortestLine.html or with a similar ShortestLine
function in Spatialite https://www.gaia-gis.it/gaia-sins/xmlBlob/spatialite-sql-latest.html.
You said you have only points but those functions can be used for other geometries as well.
Here is an example with Spatialite.
SELECT
shortestline(a.geometry,b.geometry) AS geometry,
a.rowid AS start,
b.rowid AS end
FROM
source_table a,
source_table b
WHERE
a.rowid<browid < b.rowid;