I think you have made a connection error. I could not find the manual for the H115i Platinum system, but I got the one for the H100i Platinum system which appears to be the same except for fan size. There is a cable from the pump that has both a wide connector to get power from a SATA output from the PSU, and a small 3-hole connector separately. That latter one is solely to send the pump's speed signal to the mobo CPU_FAN header, so it MUST be plugged in there. You say instead you plugged it into the mobo JCORSAIR1 header. That header is only to supply RGB control signals to Corsair RGB lighting systems, and NOT for the pump speed connector.
Now, the RGB lights in the H115i Platinum's rad fans have their own separate cables, just as the two additional ML140 fans have, and all of these fans are of the ADDR RGB type (as opposed to plain RGB). RGB power and control is done separately from fan motor control. If you did NOT have those extra fans, the RGB cables of the H115i Platinum's rad fans would connect to the appropriate connectors on a cable from the pump unit, and the iCue software would control them that way. If you change the mis-connection above and connect the rad fans' RGB cables to the pump outputs, does that get the rad fans' lights under iCue control?
Separately you have two ML140 Pro RGB LED fans. Then I get a bit confused, because you say the two RGB fans on the water block are detected in iCue, and then you say ALL the fans are connected to the Hub. So, are the rad fans plugged into the pump outputs cables and the ML 140's connected separately to the Hub? Or are they really ALL connected to the Hub?
Then we have the "Hub". Corsair does their things a little different from others. Corsair has two separate boxes for the RGB Controller (called their Lighting Node Pro) and their RGB LED Hub, with a cable to connect the control signal output from the Node Pro to the Hub. The Node Pro has two outputs so it can handle two lighting devices all by itself. MAYBE that is how you have your two ML140 Pro RGB fans' lighting cables attached. OR you can feed one of those port's outputs via cable to the Hub, and then plug up to six lighting devices into that. Further, there is another option not detailed well in the Corsair stuff. IF you have some suitable control signals for your ADDR RGB system available from another source, you can use that as the input to the little Hub unit instead of using the Node Pro as controller. In fact, that's how the Hub is used with Corsair's more advanced unit, the Commander Pro. And your mobo HAS such a signal source - the JCORSAIR1 header. It is designed to send control signals to the Corsair RGB LED Hub, using the mobo's MSI Mystic Light software. BUT if you make that connection, then there will be NO connection from the Corsair iCue software to those lights, and that iCue will not "see" the lights that way. So you have to choose whether to use the Hub only fed from the JCORSAIR1 header and Mystic Light, or to use the Hub with the Node Pro and the iCue software.
You have not said it clearly, but I have assumed above that you have BOTH the RGB LED Hub and the Lighting Node Pro boxes with their cables. But considering the hardware you do talk about, maybe you have ONLY the Lighting Node Pro with both added ML140 Pro RGB fans plugged into its two ports. If that's the case, check also that there ARE two additional connecting cables to that Node Pro. It requires a connection to another SATA power output from the PSU for power, plus a cable from it to another mobo USB2 port. That latter cable is how the iCue software can communicate with the Node Pro. Once that is done, the two added fans' lighting should show up in iCue so you can control them. That would put ALL of the lighting under iCue, and the MSI Mystic Light software would have nothing to do, so you would leave it un-installed.
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