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After reading a bit of GDAL Virtual File Systems docs, I am trying to write a zipped Shapefile using this gdal command involving the use of /vsizip/:

ogr2ogr -f "ESRI Shapefile" /vsizip/test.zip\test.shp WFS:"https://www.wondermap.it/cgi-bin/qgis_mapserv.fcgi?&map=/home/ubuntu/qgis/projects/Demo_sci_WMS/demo_sci.qgs&SERVICE=WFS&VERSION=1.1.0&REQUEST=GetFeature&typename=domini_sciabili&bbox=544138,5098446,564138,5108446"

, and I get this error:

ERROR 1: Read-write random access not supported for /vsizip
ERROR 1: Cannot create test.shx while another file is being written in the .zip
ERROR 1: Failed to create file /vsizip/test.zip/test.shx: No such file or directory
ERROR 1: Terminating translation prematurely after failed
translation of layer domini_sciabili (use -skipfailures to skip errors)

The code is only writing test.shp (0KB though) inside test.zip.

I get what is happening (the error is self-explanatory), but sincerely, I don't know if I can go farther than this without probably using the GDAL API. Am I wrong?

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Answering myself thanks to this answer on the GDAL mailing list.

I can't, because Shapefile is a multi file format, and OGR updates the files in a non sequential way. I have to create a temporary shapefile and zip it afterwards.

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