We can't reproduce the problem without having a minimal working example (e.g. something you provide us that we can run on our end). The code you provided is a decent start but we also need the functions and variable values you're using.
However, I think this may be a problem with how you're creating legends. In your examples, the legends are created without using handles so the legend is assigned to current object which may not correspond to the intended axes.
Instead, use the DisplayName property to assign legend strings to objects and specify axis handles in the legend function.
loglog(nraw,sraw,'-.g','LineWidth',1, 'DisplayName', 'Spectra of Velocity');
xlabel('${\rm{n }}\,(Hz)$', 'Interpreter', 'Latex');
ylabel('${S_n}$', 'Interpreter', 'Latex');
title(ax, ['Probe ',num2str(i_probe)])
h = loglog(nraw,sraw,'-.g','LineWidth',1);
xlabel('${\rm{n }}\,(Hz)$', 'Interpreter', 'Latex');
ylabel('${S_n}$', 'Interpreter', 'Latex');
leg=legend(h, 'Spectra of Velocity', '' '' '');
title(ax, ['Probe ',num2str(i_probe)])
