What’s a good way to provide help for grid columns in a tight space?

In my app, I've got grids like the following:

enter image description here

It is not apparent, but if you click on the column header in the first three columns, it sorts by that column, but if you do this on the other columns (with the colored bars), you get, instead, a popup help page for what that column means.

This inconsistency is bad, and leaves no good way to sort by that column.

I want clicking on the column header to sort, always, but provide a way to access help for the column AND make this visible, so the user knows it's there.

I considered adding a question mark icon next to the text, but this won't work in other situations, where I have no extra space in the columns:

enter image description here

So what would be a good way to enable context sensitive help in this situation?

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