Remove warnings and improve colorbar gallery example

[weiji14]

Description of proposed changes

Prevents the "Axis sub-item a/f set more than once (typo?)" warning from showing up, and also make the colorbar gallery example a bit nicer than the original one made in #332.

Live preview is at https://pygmt-git-improve-gallery-colorbar.gmt.vercel.app/gallery/plot/colorbar.html. See also teaser image below (which should dynamically update if the code in this PR changes).

Fixes #595

Reminders

• Run make format and make check to make sure the code follows the style guide.
• Add tests for new features or tests that would have caught the bug that you're fixing.
• Add new public functions/methods/classes to doc/api/index.rst.
• Write detailed docstrings for all functions/methods.
• If adding new functionality, add an example to docstrings or tutorials.