Stain or seal cypress columns

TWP is a good choice.
The common mistake people make is using a Minwax-type stain then a standard polyurethane finish. Those are strictly for interior use.
Cabot makes some good products as does SWP. Most exterior wood finishes don’t need to be top-coated.
The only “clear” exterior finishes to be considered are spar finishes, and they’re not actually clear but amber.
Bear in mind that you will need to refinish your columns from time to time.

I really like spar varnish on exterior wood. A mahogany door looks incredible when it’s finished like a wood boat. The downside is it requires a lot of coats (ideally 6+), and regular maintenance, so this is not likely the right choice for most.

Typically the clearer the finish, the faster it, and the wood it’s bonded to degrades(UV). So a solid color stain protects better than a semi-solid, which protects better than a clear coat.

I’ve heard good things about TWP. Cetol door and window has been around for a long time, and has a good reputation for durability. I’m sure SW has a comparable product too. I would get some scrap cypress similar to the columns and make some samples.