One chart only supports one key, so it cannot be split. In addition, all data is built by one team, so you cannot build the first half of the data, change the key settings and display the other half.
There are other ways to put a key, for example. off site.
However, I have two workarounds:
Mannequins
First, you can add dummy sections:
plot \ sin(x), "+" u 1:(NaN) title " " w dots linecolor rgb "white", "+" u 1:(NaN) title " " w dots linecolor rgb "white", cos(x) title "cosinus", tan(x) title "tangens"
Due to 1:(NaN) data is not plottet. The only point in the legend is white, and the title is a space. Thus, it looks like empty lines in a key:

Multiplot
Another solution is to create two charts using multipot:
set xrange[...] set yrange[...] set multiplot plot sin(x) set key bottom right plot cos(x) linetype 2 unset multiplot
Please note that here you must explicitly set ranges. In addition, axes, ticks and marks are pulled twice, which may seem strange in some output formats. In this case, you can disable all of them before the second schedule, so that everything will be drawn only once.
Although this method is a bit more complicated, you have much more control over your key:
