This is a common phenomia (called ghost) occurs while we do multiplexed LED display, due to improper multiplexing scheme. In my experience I have noted, (as Steve pointed out) it is due to lack of sufficient inter digit blanking. Also, I suggest to turn off the rows before changing the column.

Additionally, you can add a combination of a reverse biased diode in series with a cap across the base resister. You may have to experiment with the value of the cap.

Lastly, I don't understand the reason for changing the scanning frequency from 20KHz to 400KHz i.e. about 20 times.
Leo Paul