From the#22056 discussion, it seems usingplt.rcParams['font.weight'] = 'bold' seems to be problematic. Using the\mathbfit command to fetch the bold calligraphy fonts could be a way forward (?)

fontsets= ["dejavusans","dejavuserif","cm","stixsans","stix"]forx,fsinenumerate(fontsets):s="$\mathrm{%s}: \mathcal{ABCDE} \mathbfit{\mathcal{ABCDE}}$"% (fs)    ...

Hi@ksunden, I investigated further on this issue and listing my findings on this:

• It is tricky to render the bold cal symbol in LaTeX, however, it provides amathbfcal command to use bold calligraphic versions of the symbols.
  Reference:https://tex.stackexchange.com/questions/2783/bold-calligraphic-typeface
• There is amathalpha package that provides theEuler Bold Script orEuler-Math fonts for the bold calligraphic versions.
  

References:

• https://mirror.niser.ac.in/ctan/fonts/euler-math/Euler-Math.pdf
• https://ctan.math.illinois.edu/macros/latex/contrib/mathalpha/doc/mathalpha-doc.pdf

• From my understanding, I think neitherDejaVu Sans norStix provides the boldmathcal Unicode. Although the Computer Modern font provides bold versions formathcal from thecmbsy10 font listedhere, integrating that results in the following:
  

However, it does not make much sense to add a new font just forComputer Modern, or to add theEuler-math font. So this issue could be closed as expected LaTeX behavior because default LaTeX does not seem to provide it simply either.
As a side note, I could add thecmbsy10 changes here as a reference for the user or maybe an example plot or something (?)

Some more useful references:
https://tug.org/TUGboat/tb33-3/tb105vieth.pdf
https://cs.brown.edu/about/system/managed/latex/doc/euler.pdf
https://tex.stackexchange.com/questions/580904/accessing-all-possible-math-styles-of-the-stix-font