一切都必须在同一个try / catch：

That was the problem, everything has to be in the same try/catch:

try {

    utx.begin();

    Query q3 = em.createNativeQuery("DELETE FROM ItemModuleConnection");
    Query q4 = em.createNativeQuery("DELETE FROM ModuleConnection");
    Query q1 = em.createNativeQuery("DELETE FROM BomModule");
    Query q2 = em.createNativeQuery("DELETE FROM BomItem");

    q1.executeUpdate();
    q2.executeUpdate();
    q3.executeUpdate();
    q4.executeUpdate();

    utx.commit();
} catch (NotSupportedException | SystemException | SecurityException | IllegalStateException | RollbackException | HeuristicMixedException | HeuristicRollbackException e) {
    e.printStackTrace();
}