I would rather take the 4 courses and enjoy them. The two locations are different. Columbia is in Morningside Heights, above the Upper West Side, below Harlem. The subway is nearby of course. Barnard and Manhattan School of Music are nearby.
The Harvard campus is brick and leafy, and very integrated in the community. It is the center of that part of the city. Subway is right there too, naturally. Lots going on.
I myself prefer Harvard but I have spent a lot of time around that area, and don’t know Columbia well, though I have visited.
We don’t know what area you are studying so that is something to look into as well: the courses and faculty, are ther TA’s, how big are the classes, even what books are read.
Is money an issue? How much does Columbia’s housing cost? Cambridge is expensive: it is possible to get a roommate situation that costs, say $800/month. What about food: are you eating in a dining hall?
Two great choices. Have a great year.