When is a pillar not a pillar? ~ "Light pillars" imaged on 13th January by Harri Nuolivirta at Seinäjoki, Finland.  Another image below.   Images ©Harri Nuolivirta, shown with permission
Plate crystals (sometimes columns make them) floating in the sub-zero air they reflect ground lights back downwards from their large hexagonal faces.

The crystals can be nearly horizontal. Unlike those forming sun pillars they do not necessarily have to have large tilts - but tilts can nevertheless help.

The glinting crystals that we do see (others glint too but not towards our eye) are roughly half way horizontally between the culprit light and the eye.

Thousands or millions of individual glints fuse together to give the illusion of a pillar.
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What is real?

Like all the ice halos, light pillars exist only in our eye and brain and arguably the focal planes of cameras.

They are rays of light in particular directions that reach the eye. They have no other corporeal existence. They are definitely not beams of light shining upwards!