Sprite on mouse-button hold

[Clunk_Head]

2. You should not kill image and recreate.

Thank you, your example was very helpful. I was able to solve all of my problems, save one. I need the sprites to go away when the mouse moves off of them. I think this means that I do need to kill and recreate them elsewhere.
I provided a simplified example. Here is the code that I corrected using your example:
(There is a whole lot more, but this is the important part)

class hlight(pygame.sprite.Sprite):
    def __init__(self, pos, size):
        pygame.sprite.Sprite.__init__(self)
        self.image = pygame.Surface(size, flags=pygame.SRCALPHA)
        color = pygame.Color(*HLIGHT)
        color.a = 2
        self.image.fill(color)
        self.rect = self.image.get_rect()
        self.rect.x = pos[0]
        self.rect.y = pos[1]

highlights = pygame.sprite.Group()

def clear_highlights():
    for highlight in highlights:
        highlight.kill()
    
def highlight_intersection(selected_cell):
    clear_highlights()
    x = (selected_cell[0] - 2) * cell + offset
    y1 = offset 
    y2 = offset + (selected_cell[1] - 1) * cell
    height = y2 + cell - offset
    width = (max_factor - selected_cell[0] + 2) * cell 
    # Vertical highlight
    highlights.add(hlight((x, y1), (cell, height)))
    # Horizontal highlight
    highlights.add(hlight((x, y2), (width, cell)))
        
selected_cell = None
while True:
    for event in pygame.event.get():
        if event.type == QUIT:
            pygame.quit()
            sys.exit()
        elif pygame.mouse.get_pressed()[0]:
            new_cell = get_cell(pygame.mouse.get_pos())
            if new_cell and new_cell != selected_cell:
                selected_cell = new_cell
                clear_highlights()
                highlights.update()
                highlights.draw(main_surface)
                pygame.display.update()
                if selected_cell:
                    print(selected_cell)
                highlight_intersection(selected_cell)
        elif event.type == pygame.MOUSEBUTTONUP:
            print("Up")
            clear_highlights()
        
    highlights.update()
    highlights.draw(main_surface)
    pygame.display.update()

This image shows that the alpha is now working correctly


However, when I move to another box or release the mouse button, the highlights do not go away.


I believe the problem is in the game loop and/or the class code.