Sounds like allium, ornamental onions. The best way to buy them is as bulbs, in the fall. Aren't they fun? Here is a link that might be useful: Allium images

Clustered Bellflower ~ Campanula Glomerata

I'm not very knowledgeable about columnar cacti, but I think it's likely to be one of the Echinocereus, perhaps an engelmanii variety. Echinocereus do not grow very tall, less than two feet, but form clumps, or mounds. They have spectacularly beautiful flowers with intense colors. Small cacti are often found growing under other plants when they're young and tender, including Opuntia (Prickly Pear). These are called 'nurse plants' because they protect and shield small cacti that are not yet able to withstand the rigors of full sun exposure in the desert. I would leave it where it is and let it live it's life naturally. If you must dig it up and pot it, treat it like any cactus, water when dry, and leave it alone the rest of the time. Do not put it directly into full sun, it will burn and scar. It will need gradually adjust to more light. I think it's great to be living in the desert where you can closely observe how these plants survive without a roof, air-conditioning, or a steady supply of water. :) The link below is a nice long listing of many of the Arizona cacti for you to search. Have fun! Here is a link that might be useful: Cacti of Arizona

Daphne odora 'Aureomarginata'.