Confidence interval with Plots and pgfplots()

Where should I type “Plots.pgfx_preamble( plot )”? Does it remove the problematic part next to \begin{tikzpicture} or does it make that part no longer problematic?

By reading a lot of the pyplot() blogs it seems that the accepted solution for multiple levels of plots and labels is creating empty plots with only a title and to stack them all together. This solution does not work well with pgfplotsx(). In particular, the empty plot still draws the ticks in the x and y-axis.

Also, some marker types like star5 do not get colored: they appear light gray no matter which marker color is chosen.