Not sure if I understand what you mean, but this is kind of the point of this example notebook that all the proposal value is rejected, and you ends up with a trace containing only the initial value (0 in this case). KDE plot fail as there are only one unique value.
y-axis representing the value of mu. I think here the values are the original value, the proposed value and the accepted value (printed 3 values per iteration). But I dont think changing the mulines would help, I am not too familiar with I/O but seems the output is not recorded properly.