Hi Will,
The title says wrapping columns but the question is about wrapping headers. :-)
The format is only applied to the column and not to the header. Text wrap formatting of the column data should work.
Formatting the header isn't supported.
You can work around it by overwriting the column headers with the
same name and a format. Something like the following example based on my Python version of the module:
https://github.com/jmcnamara/XlsxWriter/issues/287The syntax is similar so you should be able to figure it out. Note, however that spaces in the header are not currently supported (due to a known issue).
John