df_read['Months since mydate 2'] = (  pd.to_datetime('15-03-2019') - df_read['mydate'] )

import numpy as np
import pandas as pd
import sqlite3
num=int(10e3)
df=pd.DataFrame()
df['month'] = np.random.randint(1,13,num)
df['year'] = np.random.randint(2000,2005,num)
df['mydate'] = pd.to_datetime(df['year'] * 10000 + df['month']* 100 + df['month'], format ='%Y%m%d' )
df.iloc[20:30,2]=np.nan

#this works
df['Months since mydate'] = (  pd.to_datetime('15-03-2019') - df['mydate'] )

conn=sqlite3.connect("test_sqllite_dates.db")
df.to_sql('mydates',conn, if_exists='replace')
conn.close()

conn2=sqlite3.connect("test_sqllite_dates.db")

df_read=pd.read_sql('select * from mydates',conn2 )
# this doesn't work
df_read['Months since mydate 2'] = (  pd.to_datetime('15-03-2019') - df_read['mydate'] )
conn2.close()

print(df.dtypes)
print(df_read.dtypes)