The color range is determined cbrangeand does not match zrange. Using:
set terminal pngcairo font "Arial,20" size 1200,1200
set output 'Diff.png'
set pm3d map interpolate 1,1
unset key
set palette defined ( 0 "blue", 8 "white", 16 "red")
set cbrange [-0.04:0.04]
splot "Diff.txt" matrix using (1+$1):(1+$2):3
BTW: you should use a terminal pngcairothat gives better images than a terminal png(uses libgd). If your version of gnuplot is not related to libgd, then the terminal pngis linked to pngcairo. But in general, these two are different terminals.
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