Obtain column names of referenced objects
As much as I've tried, I cannot get sys.sql_expression_dependencies to display any column details.

However, there is a Table-Valued-Function, sys.dm_sql_referenced_entities(), that can be employed to help us in our quest for referenced column details.

The following displays a single table denoting all referenced entities, with column details where appropriate, for the given SQL Server instance:

DECLARE @AllCmds nvarchar(max);
DECLARE @cmd nvarchar(max);
DECLARE cur CURSOR LOCAL FORWARD_ONLY
FOR
SELECT 
'SELECT ReferencingDatabaseName = ''' + d.name + '''
    , ReferencingSchemaName = s.name
    , ReferencingObjectName = o.name
    , ReferencedClass = sed.referenced_class_desc
    , ReferencedServerName = sed.referenced_server_name
    , ReferencedDatabaseName = ISNULL(sed.referenced_database_name, ''' + d.name + ''')
    , ReferencedSchemaName = sed.referenced_schema_name
    , ReferencedEntityName = sed.referenced_entity_name
    , ReferencedColumnNames = (STUFF((
        SELECT '', '' + COALESCE(dsre.referenced_schema_name, '''') + 
                ''.'' + COALESCE(dsre.referenced_entity_name, '''') + 
                ''.'' + COALESCE(dsre.referenced_minor_name, '''')
        FROM sys.dm_sql_referenced_entities(s.name + ''.'' + o.name, N''OBJECT'') dsre
        WHERE dsre.referenced_minor_id &gt; 0
        FOR XML PATH ('''')
    ), 1, 2, ''''))
FROM ' + QUOTENAME(d.name) + '.sys.sql_expression_dependencies sed
    LEFT JOIN ' + QUOTENAME(d.name) + '.sys.objects o ON sed.referencing_id = o.object_id
    LEFT JOIN ' + QUOTENAME(d.name) + '.sys.schemas s ON o.schema_id = s.schema_id
'
FROM sys.databases d
ORDER BY d.name;
OPEN cur;
FETCH NEXT FROM cur INTO @cmd;
WHILE @@FETCH_STATUS = 0
BEGIN
    SET @AllCmds = CASE WHEN @AllCmds IS NOT NULL THEN @AllCmds + 'UNION ALL
' ELSE '' END + @cmd;
    FETCH NEXT FROM cur INTO @cmd;
END
CLOSE cur;
DEALLOCATE cur;
PRINT @AllCmds;
EXEC sys.sp_executesql @AllCmds;


The output contains a single row per referencing object.  If that referencing object includes column references, those column names will be listed in comma-delimited form under the ReferencedColumnNames column.