Show[Plot[0.2`, {\[Delta], 0, 1}, PlotStyle -> {Thin, Blue},
PlotLegends -> {"1"}],
Plot[(0.4` (-1 + \[Delta]))/(-2 + 1.2` \[Delta]), {\[Delta], 0, 1},
PlotStyle -> {Dashed, Thick, Red}, PlotLegends -> {"2"}],
Plot[-((0.32000000000000006` (-1 + \[Delta]) (0.5` (-2 + \[Delta]) + \
\[Delta])^2)/(-0.125` (4 + 0.2` (-2 + \[Delta]) - 3 \[Delta])^2 -
0.8` \[Delta]^2 (-4 + 3.2` \[Delta]) -
0.4` \[Delta] (16 - 16.` \[Delta] + 2.4` \[Delta]^2) +
0.25` (0.04000000000000001` (-4 + \[Delta]) (-2 + \[Delta]) \
\[Delta] -
0.4` (-4 + \[Delta]) (-2 + \[Delta]^2) + (-2 + \[Delta]) \
(-8 + 5 \[Delta]^2)))), {\[Delta], 0, 0.5}, PlotLegends -> {"3-1"},
PlotStyle -> {Thick, Green}],
Plot[(0.6400000000000001` (0.5` -
1.5` \[Delta])^2 (-1 + \[Delta]))/(6.4` \[Delta]^2 (-2 +
1.2` \[Delta]) +
0.25` (-4 + (-5 + \[Delta]) \[Delta] -
0.04000000000000001` \[Delta] (5 + 3 \[Delta]) +
0.2` (4 + 6 \[Delta] (1 + \[Delta]))) +
0.5` \[Delta] (16 - 5 (-1 + \[Delta]) \[Delta] +
0.04000000000000001` \[Delta] (13 + 3 \[Delta]) -
0.4` (8 + \[Delta] (7 + \[Delta])))), {\[Delta], 0.5, 1},
PlotStyle -> {Dotted, Thick, Green}, PlotLegends -> {"3-2"}],
PlotRange -> {0, 0.25}, AxesOrigin -> {0, 0}]

1. 直接Export不会出现你说的问题。如果你是说交互式的存储，右键右侧的“中括号”，“选择另存为”。
2. 我不确定你说的“图中的样子”是指啥（是我错觉吗，你在这个吧呆了半年，提问质量怎么反而越变越低了？）如果你是想把图例移到图中间，看这帖：https://tieba.baidu.com/p/4649909746