My Julia plot does show default labels y1 and y2 instead of column names a and b.
using DataFrames, Plots, Statplots
df_test = DataFrame(a = 0:10, b = 20:30, c = 30:40)
@df df_test plot(:a, [:b, :c])
Any suggestions how to solve the issue without explicitly naming the labels?

You need to pass the second argument as a 1-row matrix to get what you want:
(note that between
:band:cthere is no comma - only a space)