Thank you. That does almost everything I need.
Here’s my updated prototype code.
using CairoMakie
f = Figure();
ax1 = Axis(f[1, 1], title="Site 1")
ax2 = Axis(f[1, 2],title="Site 2")
linkxaxes!(ax1, ax2)
density!(ax1, randn(200))
density!(ax1, 1 .+ randn(200))
density!(ax2, 1.2 .* randn(200))
density!(ax2, 1.2 .+ 1.2 .* randn(200))
f
I still need to control the specific range in the figure to a user generated range, say, (-2,2).