Task in await Task.WhenAll New transaction is not allowed because there are other threads running in the session

I'm doing a program Console , where basically it executes these 4 procedures

But I'm getting an error:

> New transaction is not allowed because there are other threads running in the session.

My program console looks like this:

  private static void Main(string[] args)
    {
        IEnumerable<Urls> registros = db.UrlsTable.Where(w => w.Lido == false).Take(10);

        ExecutaTarefasAsync(registros).Wait();
    }



public static async Task ExecutaTarefasAsync(IEnumerable<Urls> registros)
        {
            var urlTasks = registros.Select((registro, index) =>
            {
                //parsing html
                var modelProduto = ExtraiDados.ParserHtml(registro.Url);
                db.Produto.Add(modelProduto);

                //save Database
                var downloadTask = db.SaveChangesAsync();


                //marca url como lida
                registro.Lido = true;
                db.Entry(registro).State = EntityState.Modified;
                db.SaveChangesAsync();

                return downloadTask;
            });

            await Task.WhenAll(urlTasks);
        }

Initially I'm doing with EntityFramework because it would be the easiest and then would refactor to Dapper or Ado.Net for maximum performance.

I do not know if I can ask a 2nd question, but if I do with Ado.Net I would have to create a Parallel.ForEach function to do the insert?

Today the problem is that I download the photos and this step takes longer than the parsing, so I want to use async correctly to maximize the process, because there are thousands of records every day.