[Vibraphon]

How can I select all songs without belonging to an album?
In an earlier version of the Companion I could select the columns and then sort them. This is apparently no longer possible [4.1.2].
   

[Zubersoft]

It is still supported if you want it to work that way - click "Sort: A-Z" and switch it to "Use Column Grid Headers". You can then click on headers to sort if that is your preference. 

Alternatively, just click the filter button, scroll down to Albums, click it and select "Unassigned". Then you'd only see songs with no album assigned.

Mike