How do sub palettes work?

Can I not have 2 palettes of the same weapon but with different skills?

Yes, you can. Also Sub-palettes are the slots around your weapon palette. Your weapon palette an also have the same weapon with different skills.

Sub-palettes:

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Weapon Palette is below. It has the same harmonizer in the first and second weapon palettes. (Yes, I only have one harmonizer in my inventory.)

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It's also worth noting that you can switch between sub-palettes by opening the weapon palette switch menu and then pressing G or H.

@Viiyen thank you thats where I was getting confused at.

After a few quest you are given a total of 6. (You can also buy extra on the shop.)