Not sure about the departments since I wasn't from EY but I am aware that these fields generally indicate the sort of clients you'd be assigned to.

Example, telecommunications would probably be telco players, maybe even upstream or downstream like those cable providers etc. Financial services - banks etc.

There are many other industries as well - such as manufacturing, O&G, F&B - so it depends what you really want. I'm unsure if let's say you choose one option, you should be able to try out other audit assignments as well if the need arises.