Hypothetically what you propose will work. BUT there are IMPORTANT limits you must take into account. I've been at this a while so I grasp some items you noted that others may miss.
Your fans are "LED fans", you say. This was the first type of fan that included lights in the frame. Those LED's in the frame are merely connected in parallel with the fan motor, and there is NO second separate cable for the lights. They draw power from the same lines that feed the motor, so their power is from the mobo fan header (IF that it where you plug in the fan). That means that the max current draw from such a fan is higher than a similar fan with no lights. Each fan has only one colour of light in it, and its brightness varies as the Voltage supplied to the fan by the header is reduced to slow it down. However, since your fans all are connected to a 4-pin Molex power output from the PSU, you will not have seen that because they always receive a fixed 12 VDC supply. Your fans are NOT either of the more current types: plain RGB or more complex ARGB.
The limiting factor here is that all mobo fan headers are limited to a max 1.0 A current draw for ALL the fans connected to that one header. See your mobo User Manual, p. 1-2. So IF you connect more than one fan to a header this limit is important. The more common way to do this is with a Splitter, but you propose using the existing 2-sided Molex male / female connectors on your fans that allow a "daisy chain" connection system. That really has the same effect - all the fans in that chain are getting their power from the header that the FIRST fan draws from via the 3-pin female connector. You may not be able to find this spec from a web page for those fans, but each fan should have a label that shows its max Voltage and Amps rating. (IF they show only Watts, Watts = Volts x Amps, and the max Voltage is always 12.) So identify the max AMPS one fan can draw, and add up that spec for every fan in ONE chain. The total can NOT exceed 1.0 A for any chain connected to one mobo CHA_FAN header. You have 3 three such headers on your mobo, so you might be able to connect, say, two fans per chain in a total of three chains, one for each CHA_FAN header, with no excess Amps issue.
Other than that limit issue, a few points FYI. Your fans are 3-pin - that is, each fan motor has 3 wires to it from a female connector, but of those only two wires continue on to the 2-sided 4-pin Molex connector. Those two wires are the Ground and +12 VDC lines. The third wire from each fan is the speed signal line that takes a pulse train from the motor back to the host header on the mobo. So with the system you propose - first fan to a mobo CHA_FAN header using the 3-hole female connector, and then another (one or two) added on via the 2-sided Molex connectors to complete the chain - the speed of the first fan WILL be sent to the mobo, but not the speed signal of the added ones. This is just right - the header can only deal with a speed signal arriving from one fan, anyway. So the speed of the added fans of each chain will never be "seen" anywhere. This does NOT affect ability to control fan speeds - that info is NOT used by the mobo header to accomplish control. Of course, in this scheme there is NO connection of any Molex connector to an output from the PSU.
Control of the speed of this fan type is done solely by varying the Voltage supplied to the fan by Pin #2 of the header. It can range from +12 VDC for max speed down to about +5 VDC for min speed without stalling. If you connect 2 or 3 fans in one chain to a header, they are in parallel and all of them will receive this supply and do exactly the same thing, so all are speed-controlled.