Columbus Short -- Throwing 'Scandal' Premiere Party -- Come Watch Me Die

Columbus Short's got balls -- gotta give him that -- after being publicly AXED from "Scandal" because of his legal troubles -- he's throwing a big party Thursday night to celebrate the show's season premiere.

Short's hosting the bash at an Atlanta club ... where he also plans to debut the single from his self-titled album ... and get this -- the song's called "Gladiator."

Remember ... at the end of last season Short's character, Harrison had a gun pointed to his head and a gunshot was heard. Fade to black.

Then -- a few days later -- Short pretty much wrote his own ending after he was arrested for domestic violence ... and he was 86'd from the show.

We're told ... Columbus and "Scandal" creator Shonda Rhimes are still tight -- even though she fired him -- and he still wants to support the show ... which is why he's hosting the shindig.

Consider it handled.