Solid adsorbents in gas chromatography were used about 30-40 years ago. They are obsolete now. The efficiency of solids (or packed column GC) was much lower than coated columns. Most modern GC stationary phases are coated or sometimes chemically bonded to the silica surface inside the capillary.
how does the stationary phase not get carried away with the mobile
phase? since a high-pressure gas is used doesn't the stationary phase
just get carried along with the mobile phase, especially if it is
liquid?
The viscosity of the coating is so high that it does not get carried away. Imagine a very viscous wax like substance stuck on a glassy surface. Smear it very thinly. The coating is now a few microns thick. Try blowing away thick waxy substance from a glass surface, can you ever get rid of it?
You may think that the pressure is high, but recall that Pressure= Force/Area. If the capillary area (i.e. cross section) is so small, the force is very small too. Capillaries diameters are on the order of microns. That is why you can use a silica capillary in GC. If we had used a wide bore capillary say 4 mm i.d., and used the same pressure with the same wall thickness, it would have shattered.