In the release of N++ after 8.4.9 (and thus presumably 8.5) the Edit menu has a new command: Begin/End Select in Column Mode.
This needs to be added to PythonScript's MENUCOMMAND class.
Supporting info:
notepad-plus-plus/notepad-plus-plus#12833
notepad-plus-plus/notepad-plus-plus#13034
notepad-plus-plus/notepad-plus-plus@0792452