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This replies to question 2 only: you can label the axes via the option axes_labels, which defaults to ['x', 'y', 'z']. This option works only for threejs and only if frame is set to True. Alas, it does not allow for LaTeX rendering... For your example,

show(G3D1, viewer='threejs', frame=True, axes_labels=['w1', 'w2', 'U'])

does the job. If you are using a version of SageMath >= 9.0, you can skip viewer='threejs', since this is the default.

This replies to question 2 only: you can label the axes via the option axes_labels, which defaults to ['x', 'y', 'z']. This option works only for threejs and only if frame is set to True. Alas, it does not allow for LaTeX rendering... For your example,

show(G3D1, show(G, viewer='threejs', frame=True, axes_labels=['w1', 'w2', 'U'])

does the job. If you are using a version of SageMath >= 9.0, you can skip viewer='threejs', since this is the default.