Diagrams – How can a risk diagram be labeled intelligibly?

I am improving a risk diagram. It seems to be difficult to place the axis labels.

Here is the current situation:

Diagram in original form

My customers are not satisfied with that. They suggest having the axis labels vertical and horizontal. Here I can not find a better solution. If the labels are near the chart, the relationship between the value label and the image seems to be breaking. The meaning of "vertically aligned character set" and "horizontally aligned character set" is also mixed.

Diagram with axis labels nearby

If I take the axis labels outside, they will be some strangers. My eye does not refer to the color field:

Diagram with axis labels far

What other possibilities exist in the design of such a diagram?