There is a keyboard modifier (option?) that you have to hold down while selecting, for fine grained selection. You can also select the whole volume column only, something like cursor on volume oclumn, option shift a or similar (always forgetting, have a look into shortcut settings). Also you can use the advanced tools I think. There only select the volume filter (aka disable all others), then shift F4 and shift F5 should work only for volume.
Granular selection modifier on Mac is the option key, not sure on other platforms. Option plus shift clicking should allow you to select individual columns
Alt+up/down arrow or Alt+home/end buttons will provide fine selection allowing you to highlight the sub-column.
Question #2
Not sure i understand the question, but if you are looking to apply an effect to multiple tracks
without copying the effect to the other tracks, increasing the overhead; then ‘Send’ tracks
may be something that helps.