Update compliance features

Why is this change being made?

Some compliance features are incorrectly categorized, missing, or not appearing from data/features.yml

Screenshots

https://about.gitlab.com/handbook/product/categories/features/#managecompliance-group

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Before	After

https://about.gitlab.com/features/

Click to expand

Category	Before	After
Audit Events
Audit Reports	{Missing}
Compliance Management

Author Checklist

• Provided a concise title for the MR
• Added a description to this MR explaining the reasons for the proposed change, per say-why-not-just-what
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• If the changes affect team members, or warrant an announcement in another way, please consider posting an update in #whats-happening-at-gitlab linking to this MR.
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