You can't have two legends. That's a fact. You can only have one legend.
When you have have X number of plots on a graph, make sure your legend is stretched to show X number of plots. (Right now you have 4, but it is only stretched to 2).
When I stretched it to 4, I see the first two plots have the same name, and the second two plots are another name.
Instead of naming your plots after the filename like you do now, make the plot name a combination of your file name and channel name. Then your legend would look like:
File A Chan 1
File A Chan 2
File B Chan 1
File B Chan 2
