Ahh, that type of Script writing. Either method available in Word has drawbacks. For a Script, which has Action in one column and dialogue in the other, there is no real feature function that works great. The different objects available, Text Boxes and Tables, do not span pages.
Using Columns has the disadvantage of requiring extensive use of manual column breaks and page breaks. If you have an extensive edit/insert that changes your breaking, it could be a nightmare of an edit depending how early and big it is in the document.

This style of document, Scripts, makes Scrivener a likely replacmement for Word in this case.
Check at Scrivener at Scrivener | Literature & Latte