Received By and Removed By drop-down lists are usually set through discussions that we have with denomination Synods, and cannot be user-maintained. When you see an option on your denomination's Annual Statistical Report that is not represented in our drop-down lists, you can let us know.
But many times, you can account for it on your annual report by creating a Smart Group that will calculate the total for you. For example, let's take the Membership Gain of "Children of Adult Confirmands and received by Profession of Faith". Currently, this is not included as a "Received By" option but can be calculated by creating two Smart Groups:
1) A Smart Group for those Received By "Profession of Faith" this year 
2) A Smart Group for those with Parents in the Smart Group created in step 1 
Once those two Smart Groups are created, you can navigate to the "People: Individuals" view and select the Smart Group filter "Annual Report - Children of Confirmed Parents in 2021" as your page filter, and see the list of children it produces as a result.