I wish there was bouldering or climbing etc. included in activities in Garmin Connect.. Actually I wish there was a possibility to add custom activities. It would make it so much easier to create weekly/annual reports etc. when all my non-triathlon stuff was also labeled somehow, not just "other".
You can get finer-grained activity type, so they don't all have to be "Other". In fact, I've noticed Garmin has been adding quite a few activities to the list.
In case you haven't seen this, open your activity in Garmin Connect. In the top-left corner, it will have a label: "Other". Click on the label and you see the full list of possibilities. I don't see "Climbing". Maybe there's another one that will be ok? E.g. "Mountaineering" or "Hiking". Not a perfect fit, but getting closer :)