Yes, I inspected the list(tuple) fig.layout.annotations
, and found out that the annotations for the two lower-left cells are not included in the list.
Hence replace the last line of code, fig.update_layout(annotations=annot1+annot2)
by the following ones:
new_annotations = annot1+annot2
for anno in new_annotations:
fig.add_annotation(anno)
and so the two heatmaps have annotation for each cell.