Hi Yasheng.
You have unfortunately stumbled upon a bug in ATK. We will fix it for the upcoming 2016 release.
In the meantime, I have implemented a temporary workaround in your script. New script attached. Instead of using the tagging mechanism, I have simply replaced all the Cu atoms in the right-hand copper part with uranium, and then defined a fake copper basis+pseudopotential to be used for the uranium atoms. This makes it possible to attach a basis+pseudopotential including Hubbard U to the copper atoms in the oxide, while the other copper atoms do not have the U. Do not worry about the use of uranium atoms, it looks peculiar in the Viewer and Builder, but the calculation will really be for ordinary copper.
Hope this helps you.