Well, you’ve already found the problem, but here’s the why.
There are three basic types of syntax matching: keywords, matches, and regions. Keywords are fixed strings, generally used for basic language keywords (int, double, …) and also, in your case, for the FIXME and TODO. I really do mean fixed strings; they have to be exact and whole words, unlike matches and regions, which use regex. For example, from the C syntax:
syn keyword cTodo contained TODO FIXME XXX
It looks like that in pretty much all built-in syntax definitions, just with different group names (cTodo).
iskeyword tells vim whether a given character can be part of keyword. By default, it does not include colons, so when looking for keywords, vim sees “FIXME:” as “FIXME”, and ignores the colon. If you tack on the colon (set iskeyword+=:), you can now define an extra bit of highlighting:
syn keyword myTodo contained TODO: FIXME:
It’s up to you how you want to work it into the existing syntax/highlight groups. If it’s for just one filetype, you could add it to that syntax’s todo group (e.g. cTodo). If you want it everywhere, you can do “myTodo” as I suggested, then link it straight to the Todo highlighting group (hi def link myTodo Todo).
Alternatively, you can leave iskeyword alone (I’d probably recommend this), and simply use a match:
syn match myTodo contained "\<\(TODO\|FIXME\):"
hi def link myTodo Todo