The rational design of materials requires a fundamental understanding of the mechanisms driving their self-assembly. This may be particularly challenging in highly dense and shape-asymmetric systems. Here we show how the addition of tiny non-adsorbing spheres (depletants) to a dense system of hard disc-like particles (discotics) leads to coexistence between two distinct, highly dense (liquid)-crystalline columnar phases. This coexistence emerges due to the directional-dependent free-volume pockets for depletants. Theoretical results are confirmed by simulations explicitly accounting for the binary mixture of interest. We define the stability limits of this columnar-columnar coexistence and quantify the directional-dependent depletant partitioning.