Reply To: Shaded text set inside of a multi column text box – how?

If the shading flows with the text, then it must be either a gray rectangle object anchored to the text position, or a custom underline. (The only two options I can think of — anyone else?)

If it's a custom Underline, you can edit the text “inside” it and the background will grow and shrink automatically. You can see if it's underlined text in the Character Panel and/or the Control Panel.

To check if it's a separate object, enable “Show Frame Edges” and “Show Hidden Characters” — the frame of the object ought to be visible. If it's an anchored rectangle, you might see the anchor pointer inside the text.

(Edit: by the way, your screenshot didn't show for me, so the above is guesswork.)