When I plot a PCA the axis titles are PC1/2 - "% of explained var." and when I plot LDA the axis titles are LD1/2 - "% of explained between-group Variance". What would be the correct way when I do a PCA+LDA plot? Releated links: https://stackoverflow.com/questions/62573178/pca-lda-analysis-r Proportion of explained variance in PCA and LDA)
If you are plotting the LDA points calculated from PCA scores, you just use the percentage of LDA explained variance.
In the figure caption or in the methods you describe the choice of the principal components and the details about the explained variance. You can see PCA as a feature engineering process, then LDA as a classification model based on them.