Hi Michael,
You can freeze only Header columns (and/or Header rows).
You can set up to five columns, all at the left edge of a table, as Header Columns, using the Header Columns item in the Table menu.
Using Numbers 3.6.2, I was able to redefine columns as header/non header columns at will without changing the Freeze Header Columns item from checked to unchecked or vice versa.
Even the contextual menu in column E's reference tab offered the opportunity to Convert to Header row when column E was the one eligible for individual conversion. As seen, the enu also offered the opportunity to Add Header column before.

I wasn't able, during a brief search, to find an circumstance under which I was restricted to 0 or 1 in the number of Header columns to define. Even when two cells were merged in column B, and cells B1, C1 and D1 were merged, I had the full range of 0-5 available, and was able to set and freeze the first two columns (see below).

Is there anything unusual about your table that might be a contributing factor?
Regards,
Barry