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Color surface can be drawn at the base or top (then it is a gray/color planar map) or at z-coordinates of surface points (gray/color surface). This is defined by the at option with a string of up to 6 combinations of b, t and s. For instance, at b plots at bottom only, at st plots firstly surface and then top map, while at bstbst will never by seriously used.
Colored quadrangles are plotted one after another. When plotting surfaces (at s), the later quadrangles overlap (overdraw) the previous ones. (Gnuplot is not virtual reality tool to calculate intersections of filled polygon meshes.) You may try to switch between scansforward and scansbackward to force the first scan of the data to be plotted first or last. The default is scansautomatic where gnuplot makes a guess about scans order. On the other hand, the depthorder option completely reorders the quadrangles. The rendering is performed after a depth sorting, which allows to visualize even complicated surfaces; see pm3d depthorder for more details.