"set autocommit on" in golang client query

Apologies for the rather naive question.

I have a psql migration script to call a looping procedure which commits
batches of data along the following lines:

set search_path = a, b c;
\set AUTOCOMMIT on
-- call procedure with nested transactions
CALL c.pr_my_procedure(debug=>true);

I'm trying to migrate this to a programme using the golang pgx module to exec
this code on a large number of databases in parallel. There doesn't seem an
obvious way of setting autocommit outside of psql, so the equivalent of

conn.Exec(context.Background(),
"set search_path = a, b c; set AUTOCOMMIT on; CALL c.pr_my_procedure(debug=>true);")

fails with

ERROR: syntax error at or near "ON"

while

conn.Exec(context.Background(),
"set search_path = a, b c; CALL c.pr_my_procedure(debug=>true);")

fails with

ERROR: invalid transaction termination

How should I set autocommit on? The "Create Procedure" docs at
https://www.postgresql.org/docs/current/sql-createprocedure.html don't seem to
mention autocommit.

Rory