KiDS-Legacy covariance matrix for real space correlation functions. Each square represents a unique combination of tomographic bins and contains the covariance for that combination in nine angular bins between 0.5 and 300 arcmin. The diagonals are in the order i≤j with the tomographic bin indices i and j. Left: correlation coefficient of the full covariance matrix without multiplicative shear bias uncertainty. In the lower triangle, the analytic covariance is shown, while the upper triangle shows the covariance as measured in the Egretta mocks (realistic mask and depth variations). Right: relative impact of the new mixed term (see Appendix F) on the Gaussian part covariance matrix compared to an idealised mixed term with a homogeneous pair and triplet counts. The latter were directly estimated from the KiDS-Legacy-like catalogue.