In this Penrose diagram for a charged/Rotating black hole, once your in the new universe you can continue onward to an infinite sequence of black holes/white holes. So I'm asking, where do those black holes and white holes come from?
A diagram like this, as I understand it, is showing a possibility that the equations of General Relativity can describe, but it does not necessarily follow that the physical evolution actually gave an instance of that possibility. In the diagram you have shown, there is no attention given to how a black hole (or any other structure) might form in the first place. It is just saying 'suppose this kind of structure came about somehow, then this is what it is like'.
One way these kinds of structures might arise is through some sort of quantum process at a very small scale, but that is outside the area of confident knowledge in physics at the moment. At the large scale of gravitational collapse from ordinary matter these kinds of structure probably do not come about.
Another issue you should keep in mind in this area of physics is the issue of stability. Sometimes a solution to the field equations has an instability that only becomes apparent once you allow for further things, such as some matter moving in the region of a wormhole.