C# - error on SubmitChange(); to Entity table in linked server database

edited November 2018
I am trying to transfer data from a table in a database on one server to another table in a linked-server database, but I get this error:

Unable to start a nested transaction for OLE DB provider "SQLNCLI" for linked server "GWTLMDEV2". A nested transaction was required because the XACT_ABORT option was set to OFF.

This is my code:
int count = 0;
foreach(Location_agency locAgency in Location_agencies.Skip(60000).ToList())
	GEProdTest.EDILocationAgencies.InsertOnSubmit(new LINQPad.User.GEProdTestTypes.EDILocationAgency {
		Company_id = locAgency.Company_id,
		Agency_id = locAgency.Agency_id,
		Location_id = locAgency.Location_id,
		ExternalId = locAgency.Id
	if (count == 10000)
		count = 0;

Is there a way to programmatically set XACT_ABORT to ON or OFF, or a setting that can be adjusted within LINQPad?

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