您可以尝试：
plt.fill(np.append(z1, z2[::-1]), np.append(y1, y2[::-1]), 'lightgrey')
例如：
import numpy as np
import matplotlib.pyplot as plt
x1 = np.array([1,2,3])
y1 = np.array([2,3,4])
x2 = np.array([2,3,4,5,6])
y2 = np.array([1,2,3,4,5])
# plt.plot(x1, y1, 'o')
# plt.plot(x2, y2, 'x')
plt.scatter(x1, y1, s = 0.5, color = 'blue')
plt.scatter(x2, y2, s = 0.5, color = 'orange')
plt.fill(np.append(x1, x2[::-1]), np.append(y1, y2[::-1]), 'lightgrey')
plt.show()
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