You can loop backwards through the columns:

Option Explicit
Sub testme01()

   Dim FirstEmptyCell As Range
   Dim wks As Worksheet
   Dim myRng As Range
   Dim iCol As Long
   
   Set wks = Worksheets("sheet1")
   
   With wks
       Set myRng = .Range("a1:B20")
   End With
   
   With myRng
       For iCol = .Columns.Count To 1 Step -1
           Set FirstEmptyCell = Nothing
           On Error Resume Next
           Set FirstEmptyCell _
               = .Columns(iCol).Cells.SpecialCells(xlCellTypeBlanks).Cells(1)
           On Error GoTo 0
       
           If FirstEmptyCell Is Nothing Then
               'keep looking
           Else
               Exit For
           End If
       Next iCol
   End With
   
   If FirstEmptyCell Is Nothing Then
       MsgBox "No empty cells!"
   Else
       MsgBox FirstEmptyCell.Address
   End If
   
End Sub

Be aware that .specialcells() only looks at the used range.  I'm not sure if
that's a problem for you.