As shown in the following screenshot I have clicked across the headers of three columns:
But - as you might have also noticed - the first row entry on the third column seems to also in some fashion have been specially selected. That is causing an issue when the columns are "cut":
Note: when selecting a single column this issue does not arise: the specially selected cell does not show up - and the entire column may be cut and paste as expected.
So then - how to select all columns as a single selection that can be manipulated together - as for example cut and paste ?
I am on excel 15.39 on macos.