When you definitely can’t find a way to properly display your legend on a Matplotlib plot, the last hacky solution is to define it completely manually:
import matplotlib.patches as mpatches
leg_control = mpatches.Patch(color='steelblue', fill=None, label='Control')
leg_target = mpatches.Patch(color='darkorange', label='Target')
ax.legend(handles=[leg_control, leg_target])The code above creates two patches (leg_control and leg_target) with different colors, fill and labels. The last line adds the legend to the plot, with the ax variable that should be defined as the axis of the plot.