What do those column headers such as HH, HD and HA in the HT / FT betting market mean?

They refer to the different betting options on the half time and full time results of a designated event under the Half Time/Full Time (HT / FT) betting market.

HH Home / Home Home team will win both the first half and the match at full time.
HD Home / Draw Home team will win the first half, and the match will end in a draw at full time.
HA Home / Away Home team will win the first half, but Away team will win the match at full time.
DH Draw / Home First half will end in a draw, and Home team will win the match at full time.
DD Draw / Draw Both the first half and the match will end in a draw at full time.
DA Draw / Away First half will end in a draw, and Away team will win the match at full time.
AH Away / Home Away team will win the first half, but Home team will win the match at full time.
AD Away / Draw Away team will win the first half, and the match will end in a draw at full time.
AA Away / Away Away team will win both the first half and the match at full time.