documentclass{standalone}
usepackage{pgfplots}
pgfplotsset{compat=newest}
usepgfplotslibrary{fillbetween}
begin{document}
    pgfmathdeclarefunction{gauss}{2}{% normal distribution where #1 = mu and #2 = sigma
        pgfmathparse{exp(-((x-#1)^2)/(2*#2^2))}%
    }
    begin{tikzpicture}[every axis/.style={width=4cm}]
    begin{axis}[
    name=axis6, %axis 6
    xshift = 1.15in,
    yshift = -2.5in,
    no markers, domain=-0.7:0.7, samples=100,
    %axis lines*=left,
    %xlabel=$x$,
    ylabel=$y$,
    every axis y label/.style={at=(current axis.above origin),anchor=south},
    %every axis x label/.style={at=(current axis.right of origin),anchor=west},
    %height=5cm, width=12cm,
    xtick={-0.7,0,0.7},
    %xticklabels={-15, 0,  15},
    %ytick={0 1},
    ymin=0,
    ymax=1.2,
    enlargelimits=false, clip=false, axis on top,
    %grid = major
    ]
    addplot [fill=gray!80, draw=none, domain=-0.7:-0.125] {gauss(0,.2)} closedcycle;
    addplot [fill=gray!80, draw=none, domain=0.125:0.7] {gauss(0,.2)} closedcycle;
    path[name path=axi] (axis cs:-0.15,0.75) -- (axis cs:0.15,0.75);
    path[name path=axj] (axis cs:-0.15,0) -- (axis cs:0.15,0);
    %from this part things go bananas :/
%   addplot [
%   thick,
%   color=gray,
%   fill=gray!80,
%   %fill opacity=0.05
%   ]
%   fill between[
%   of=axi and axj,
%   %soft clip={domain=0:1},
%   ];
    %
%   path[name path=axk] (axis cs:-0.7,0.2) -- (axis cs:-0.35,0.2);
%   path[name path=axl] (axis cs:-0.7,0) -- (axis cs:-0.35,0);
%   addplot [
%   thick,
%   color=gray,
%   fill=gray!20,
%   %fill opacity=0.05
%   ]
%   fill between[
%   of=axk and axl,
%   %soft clip={domain=0:1},
%   ];
    addplot [gray, dash dot] {gauss(-0.7,.2)};
    addplot [black, dashed] {gauss(-0.35,.2)};
    addplot [gray] {gauss(0,.2)};
    addplot [black!80] {gauss(0.35,.2)};
    addplot [black, dotted] {gauss(0.7,.2)};
    node (bar6a) at (0,1.4){};
    end{axis}
    end{tikzpicture}
end{document}

documentclass{standalone}
usepackage{pgfplots}
pgfplotsset{compat=newest}
usepgfplotslibrary{fillbetween}
begin{document}
    pgfmathdeclarefunction{gauss}{2}{% normal distribution where #1 = mu and #2 = sigma
        pgfmathparse{exp(-((x-#1)^2)/(2*#2^2))}%
    }
    begin{tikzpicture}[every axis/.style={width=4cm}]
    begin{axis}[
    name=axis6, %axis 6
    xshift = 1.15in,
    yshift = -2.5in,
    no markers, domain=-0.7:0.7, samples=100,
    %axis lines*=left,
    %xlabel=$x$,
    ylabel=$y$,
    every axis y label/.style={at=(current axis.above origin),anchor=south},
    %every axis x label/.style={at=(current axis.right of origin),anchor=west},
    %height=5cm, width=12cm,
    xtick={-0.7,0,0.7},
    %xticklabels={-15, 0,  15},
    %ytick={0 1},
    ymin=0,
    ymax=1.2,
    enlargelimits=false, clip=false, axis on top,
    %grid = major
    ]
    addplot [fill=gray!80, draw=none, domain=-0.7:-0.125] {gauss(0,.2)} closedcycle;
    addplot [fill=gray!80, draw=none, domain=0.125:0.7] {gauss(0,.2)} closedcycle;
    path[name path=axi] (axis cs:-0.15,0.75) -- (axis cs:0.15,0.75);
    path[name path=axj] (axis cs:-0.15,0) -- (axis cs:0.15,0);
    %from this part things go bananas :/
    addplot [
    thick,
    color=gray,
    fill=gray!80,
    %fill opacity=0.05
    ]
    fill between[
    of=axi and axj,
    %soft clip={domain=0:1},
    ];
    %
%   path[name path=axk] (axis cs:-0.7,0.2) -- (axis cs:-0.35,0.2);
%   path[name path=axl] (axis cs:-0.7,0) -- (axis cs:-0.35,0);
%   addplot [
%   thick,
%   color=gray,
%   fill=gray!20,
%   %fill opacity=0.05
%   ]
%   fill between[
%   of=axk and axl,
%   %soft clip={domain=0:1},
%   ];
    addplot [gray, dash dot] {gauss(-0.7,.2)};
    addplot [black, dashed] {gauss(-0.35,.2)};
    addplot [gray] {gauss(0,.2)};
    addplot [black!80] {gauss(0.35,.2)};
    addplot [black, dotted] {gauss(0.7,.2)};
    node (bar6a) at (0,1.4){};
    end{axis}
    end{tikzpicture}
end{document}