Create new Taxonomy, add extra fields, register terms AND extra fields values?

In your cases “wp_insert_term” does not save extra custom fields.

Please try with below code :

foreach ( $this->terms as $term_key=>$term) {
    // insert new terms in taxonomy
    wp_insert_term(
        $term['name'],
        $this->taxonomy,
        array(
            'slug'          => $term['slug'],
            'description'   => $term['description']
        )
    );

    update_option( 'term_team_code_' . $term['slug'], $term['code'] );
    update_option( 'term_team_nba_id_' . $term['slug'], $term['nba-id'] );
    update_option( 'term_team_espn_id_' . $term['slug'], $term['espn-id'] );
    update_option( 'term_team_color_' . $term['slug'], $term['color'] );

    unset( $term );
}