The unspecified error you get on the smaller columns is because the default connection would have a self intersecting base plate with the smaller columns. If you create the connection on a larger column and change the column size to a smaller size (example 3x3 tujbe) the connection box will turn red. This means the plate size must be adjusted so it is not self intersecting. Once you have the connection right, you can save it to the library for future use.