One workaround for the problem would be to put an empty paragraph
between the column break and new subject line, apply shading to
the new subject line, and then format the empty paragraph as
hidden text (Format | Font | Hidden).

Jack wrote:

I am using black shading for the first line in each new subject to create a
highlighted title. I am shading the paragraph (not just the text) so that the
shading fills the entire line within the column. After inserting a column
break, then shading the first line of the new column, the last line of the
previous column shows the shading as well (undesirable). Why is it that page
breaks and section breaks don't suffer this problem and is there some way to
get what I want, other than white-out?