You have only one CPU_FAN header, which should control all cooling of the CPU chip and uses for this the temperatures sensor built into the CPU chip itself. Then you have one SYS_FAN header that uses a different temp sensor built into the mobo, and this header should be used only for the case ventilation fans.
So, how to connect both the pump and the fan of the Kraken system to a single CPU_FAN header? There is a good way that uses a quirk of the designs of 3- and 4-pin fans, and all you need is a simple device called a 4-pin SPLITTER. Here's an example of a two-pack of one with two outputs
https://www.amazon.com/JBtek-Black-Sleeved-Splitter-Converter/dp/B01EF9OI0O/ref=sr_1_4?crid=10TAVN9GDP2R1&dchild=1&keywords=fan+splitter+4+pin&qid=1605062798&sprefix=fan+splitter,aps,183&sr=8-4
It has one input female (with holes) connector to plug into your mobo CPU_FAN header. It has two male (with pins) outputs to plug your fan and pump into. It has no other connections. Do NOT get a fan HUB, which too many sellers mis-label as a Splitter also. A HUB has one extra "arm" that must plug into a power output from the PSU, and you do NOT want one of those for this job.
Look at the close-up photo of the two outputs. You will see that one of them is missing Pin #3. Now, the mobo header can only deal with the speed signal coming back to it from ONE fan, so the Splitter sends back ONE speed signal (from the output with ALL 4 pins) and ignores the other. This becomes important for your system because besides providing power and speed control, the CPU_FAN header monitors the speed signal it gets for FAILURE - that is, no speed signal. In an AIO system, the PUMP is the critical device whose failure could cause huge problems, so you must plug your PUMP unit into the output with all 4 pins. Then it can be monitored for failure. Plug your rad FAN into the output with one pin missing. The mobo will never be able to tell you the FAN speed, but you can check from time to time to make sure it is still working, and it WILL run and will have its speed controlled by the CPU_FAN header.
Now comes the "quirk" I mentioned. The PUMP is intended to run full speed all the time, and only the rad fan should have its speed altered by the CPU_FAN header. Because of the differences in design of 3-pin fans and 4-pin fans, if you plug a 3-pin fan into a mobo header that is using the 4-pin PWM Mode to control its fan, that 3-pin fan will always run full speed. Well, the PUMP of your system is wired just like a 3-pin fan, and we WANT it to run full speed all the time. When you plug it into the Splitter output with all 4 pins, oddly it will NOT connect with Pin #4 but that is exactly what should be, and the pump acts like a 3-pin fan and runs full speed. But the FAN from the rad, plugged into the other output arm, IS of the new 4-pin PWM design and it WILL be speed-controlled when connected this way. To make this work, though, you MUST make an adjustment in the configuration of the CPU_FAN header in BIOS Setup. See your manual, p. 24-25, where it details how to adjust each of the two mobo fan headers. Select the CPU_FAN header to adjust. Set Fan Speed Control to Normal so it will use it pre-programmed automatic speed control system. For Fan Control Use Temperature, set it to CPU (IF you have a choice - often you don't on the CPU_FAN header). For Fan Control Mode be SURE it is set to PWM (not to Auto) so the header does use that Mode and send out the proper signals. St Fan Stop to Disabled so it cannot stop, and set Fan Fail Warning to Enabled so it WILL warn you if the pump fails. Wehn you have your adjustments made, use Esc to return to the Main Menu and then use F10 to get to the Exit menu, p. 36. There choose SAVE and EXIT to save your settings and reboot.
As an additional aside, when you are setting your CPU_FAN header configuration, you also can go back and choose the SYS_FAN header to configure that. It should be set to use the Motherboard temperature sensor, instead of the CPU internal sensor.
When you use a Splitter to connect both the pump and the rad fan in this manner to the CPU_FAN header and set that header to use the new PWM Mode, the pump will receive full power at all times and run full speed as it is designed to do, while the rad fan will receive proper power but also a PWM signal to control its speed according to the internal temperature of the CPU chip. That's how the Kraken system is supposed to work. Your mobo will tell you that the "CPU Fan Speed" is constant at about 3000 rpm, but that is really the pump. It will never tell you the actual speed of the rad fan, but that does NOT affect its ability to control that speed properly. Meanwhile you are free to use the SYS_FAN header for power and speed control of case ventilation fans.