MySQL 8 on Ubuntu: what's the difference between /etc/mysql/conf.d/ and /etc/mysql/mysql.conf.d/?

Both are global options. In this case,

!includedir /etc/mysql/mysql.conf.d/

is an SYSCONFDIR generate by ubuntu when Mysql was compiling for the package in CMAKE option.

More info https://dev.mysql.com/doc/refman/8.0/en/option-files.html

In my case I had to add all my changes to the directory /etc/mysql/mysql.conf.d/ because it gets loaded last. So I added a file zz_myconfig.cnf to that directory with all my changes. The other way around the configuraion from /etc/mysql/mysql.conf.d/mysqld.cnf would overwrite my settings again which is unfortunate.

If the directory /etc/mysql/conf.d is the official way to go then it should also be the last include directory within /etc/mysql/my.cnf.