Transferring to Amherst vs Columbia

“The good news is that they are all excellent options!”

Yes, these are excellent schools that you are choosing between.

I would not be concerned about brand name and reputation at all. Admissions at the top graduate programs in the US know how strong Amherst College and Wesleyan are. Many employers do also.

“I also want the small, more personalized atmosphere and the undergraduate focus…”

I currently have a daughter studying at a small school (not the ones you listed, she is studying slightly abroad in Canada). I have become a big fan of small schools for undergrad.

I will assume that all are affordable and that you will not need to put in an extra year at any of them. With these assumptions (which hopefully you have checked out), I think that between these excellent options you should go where you are most comfortable.