Not sure what your goal is, OP, but if you're looking to do this, there's always the option of chopping up wires and splicing from two PWM devices. Should be easy to connect the 4 wires since the connector is keyed.
I have several 4-pin PWM female to female, but they're always part of a splitter. Maybe get one of the cheap PWM splitters and just use the cable?
Why? is the key question. If we knew what you are trying to accomplish it might help. There is the possibility that you are using fans with special daisy-chain connectors, and misunderstanding how they work.