Drawing the whole zoom box as a single rectangle causes the dashes on
the "last" edge of the rectangle to keep shifting (basically depending
on the total length of the other three edges). Instead, draw the zoom
box as 4 separate lines always going from the "fixed" point (x0, y0)
towards to "mobile" point (x1, y1) so to avoid this effect.

before:

after:

PR Summary

PR Checklist

• Has Pytest style unit tests
• Code is Flake 8 compliant
• New features are documented, with examples if plot related
• Documentation is sphinx and numpydoc compliant
• Added an entry to doc/users/next_whats_new/ if major new feature (follow instructions in README.rst there)
• Documented in doc/api/api_changes.rst if API changed in a backward-incompatible way