You are heading to the right place.  Mortgage insurance is listed in Box 5 in the  Mortgage Interest and Refinancing (Form 1098) section.

To enter your 1098 Mortgage Interest statement.

1. Log into TurboTax
2. Select Deductions and Credits [Review/Edit]
3. Mortgage Interest and Refinancing (Form 1098) [Edit/Add]
4. Enter your  Mortgage Insurance in Box 5
5. Continue to follow the interview

Note: if you enter your property taxes from your 1098 you will not have to enter them again in the property tax section.

I'm having the same issue. It keeps taking me to mortgage interest again, which I have already filled in. Seems like a bug, but I can't find any tech support options or ways to report bugs. 

Mortgage Insurance is included on line 5 of the Mortgage interest section.

To enter your 1098 Mortgage Interest statement.

1. Log into TurboTax
2. Select Deductions and Credits [Review/Edit]
3. Mortgage Interest and Refinancing (Form 1098) [Edit/Add]
4. Add a other 1098 or select your bank
5. Continue to follow the interview
6. Mortgage Insurance is entered on line 5