I’ve never used data merge, but may be able to help with your keep together options.
For the first line, tell it to start a new column and keep with the next line.
For the second line, tell it to keep with the previous line AND the next line
Do the same thing for the third line.
For the last line, tell it to only keep with the previous line.
The only problem is that some have section headers or no URLs. I think you’d have to have separate style sheets for the first line and last (i.e., the first line following a section head would not start a new column, but instead would be set up for keep with previous AND next line. And the last line (replacing the URL), would be just to keep with previous.
I don’t know if you can automate that or not. If not, for those with URLs and sections heads, you would have to apply the different styles.
EDIT: I assume you are using paragraph style sheets for all entry lines.