Check out ? Between.
julia> using DataFrames
julia> df = DataFrame(a = 1, b1 = 2, b2 = 3, b4 = 5);
julia> df[:, Cols(:a, Between(:b2, :b4))]
1×3 DataFrame
Row │ a b2 b4
│ Int64 Int64 Int64
─────┼─────────────────────
1 │ 1 3 5