It's also possible to add nothing or just use only 0.1 uF as it all depends on your load spectrum and step load noise tolerance.
The 7805 and alike are internally compensated up to a unity gain bandwidth that may or may not be less than the step load bandwidth of your application.
If you want more details, add your specs for cable capacitance, data rate and any step load error tolerance measurements.
Recommendation:
Use 0.1 on input and output only. 10uF may reduce a 100 mA step error but extend the duration time. Your differential RS485 load is unlikely to experience any significant step loads until enabled as differential loads tend to be constant supply currents.
It's not that critical for logic levels on RS-485.
The bulk caps were recommended by Adafruit for hobbyists who might step anything on it and also another answer on this site.
You could verify my assumptions, add it now and delete it later, but I might not as I have done these types before.
other info FWIW
What an old 7805 looks like7805 looks like from the inside
The big 0.3 ohm series emitter output resistor on the right below is what gives the amplifier stability but also step errors. 16 mohm at 1kHz due to negative feedback but Re=300 milliohms so a 1A step (5 Ohm) is guaranteed to drop at least 300 mV unless a bulk cap low ESR holds it up a bit more but causes ringing a bit longer. A low ESR 10uF ceramic may be < 10 mohm.