Suppose I have a square real orthonormal matrix $A \in O(D)$. I'd like to understand what structure exists in the set of column sums of $A$.
For instance, $O(2)$ can be parameterized by a single scalar. To see why, consider $A = \begin{bmatrix} a & b\\ c & d \end{bmatrix}$. Since the first column must have unit norm, $c = \sqrt{1 - a^2}$. Since the second column must be orthogonal to the first column and must also have unit norm, $b = -c$ and $d = a$. Consequently, $A = \begin{bmatrix} a & -\sqrt{1 - a^2}\\ \sqrt{1 - a^2} & a \end{bmatrix}$ and the column sums are $a + \sqrt{1 - a^2}$ and $a - \sqrt{1 - a^2}$. When I plot the column sums as a function of $a$, I observe these nice curves:
My question is: how does this structure generalize to $O(D)$? Is some quantity conserved? If I order the column sums in decreasing order, does some relationship between them hold?
Maybe what I'd like is some theorem that states "if the previous columns' sums were $A, B, C,...$ then the next column's sum is is equal to $Z$ / bounded between $[-X, Y]$"

Knowing that the set of all possible column-sum-vectors is a sphere essentially answers all possible questions you could want to ask about such vectors. Specifically, we have:
From the comments:
Bringing in the hypothesis that the vectors are orthonormal cannot possibly get you any stronger results, since that hypothesis is embedded in the theorem that the set of all column-sum-vectors is a sphere. So yes, fixing one or several coordinates restricts the others - but it restricts them only and precisely in that they must be chosen so that the resulting point ends up on a sphere. There is no point trying to get any further restrictions, as the result is that $S(n)$ is equal to a sphere - not a subset of it, and not a superset of it, but equal. Therefore the restriction is as tight as it gets.
For example:
You can parameterize $S(n)$, using any standard parameterization of a sphere.
Yes, if you fix the first $k$ coordinates, this restricts the remaining coordinates since the whole vector must end up on a sphere. Specifically, the remaining coordinates $a_{k+1}, ..., a_n$ must be chosen so that $$a_{k+1}^2+...+a_n^2=n-(a_1^2+...+a_k^2)$$ In other words, if $r^2=a_1^2+...+a_k^2$, the remaining coordinates must be chosen from a sphere of radius $\sqrt{n-r^2}$ in $(n-k)$-dimensional space.