Allow both 'on data' legend together with legend on righ-hand side of plot

[mumichae]

What kind of feature would you like to request?

Additional function parameters / changed functionality / changed defaults?

Please describe your wishes

When plotting with "on data" legends, it's not always easy to see which label belongs to which color in the plot. Including the right-hand legend together with the "on data" labels could be a simple fix to improve readability.

I suggest to change the following lines:

scanpy/src/scanpy/plotting/_tools/scatterplots.py

Lines 1141 to 1144 in 391d87a

	elif legend_loc not in {None, "none"}:
	for label in cats:
	ax.scatter([], [], c=palette[label], label=label)
	if legend_loc == "right margin":

as follows:

    if legend_loc not in {None, "none"}:
        for label in cats:
            ax.scatter([], [], c=palette[label], label=label)
        if legend_loc in {"on data", "right margin"}:

Note: I didn't consider any flexibility in preserving the old behaviour and/or extending the parameters to a new legend location descriptor. Personally I feel that would unnecessarily complicate the setting, but I also understand if defaults shouldn't change.