The engaged columns which run along the front of the lower storey of the Sebasteion were carved from multiple blocks as this image shows. The fact that the fluting runs across this blocks without interruption shows that it must have been carved in place, which is what one would expect for fluting.
Notes
The fluting on the north building runs for the full length of the shafts while on the south building they are only fluted for the top two-thirds. These buildings were paid for by different people.