JMP does not let you select an irregular pattern as you have illustrated. When you select cells from different columns, the cells for all selected rows will be selected. However, you could do what you want in 2 clear operations. Select the cells you want to clear for one column, right click and select clear, and then repeat the selections for the second column.
Finally, there is not a way to clear cells based upon cells being colored, vs. not colored.
By selecting explore outliers and then robust fit outliers (or Quantile range outliers) I can choose the option color cells and then "Add to missing value codes". In this way JMP will ignore those single values.