It seems likely that this is impossible and hardcoded, but the ability to define new damage types (and resistances) in mods would be insanely cool. At the very least the UI seems like it would be able to handle this, it already expands as you pick up new damages/resistances.
Yeah, I'm almost positive, say 99.99999% sure, that these are hard coded in the game. At least I have never seen anyplace that you create the ones that are already there.
Yes, they are hard-coded. And adding damage types (let alone letting people add their own damage types) would break the resemblance of balance we have now, so they will not make it possible.