Some of these items seem like a good fit as additional sub-towers under Security & Compliance. Pen testing, for example, is common to both private and public sector companies and is a requirement for any security compliance program. Data breach is an incident response, so it seems like a good candidate to develop an additional sub-tower for Security & Compliance labeled Security Incident Response. That, too, is a common activity to both private and public sector firms.
Training, insurance, and fines are all part of the compliance sub-tower in my view. But, they are good examples of security program elements required across any industry be it private or public. In that case, they may also be good candidates for additional sub-towers.
It appears that the existing ATUM structure has places to put all of these items, but it also appears that the framework might be extended in this area to provide greater granularity. All of the items you listed are very common and apply to both private and public sector firms.
Curious to get feedback from the TBM Council about building additional detail into the S&C Tower to account for these common elements of a security program.