The sense pins are simply open/ground signals to tell the GPU whether it can draw 150, 300, 450 or 600W from the plug. Nothing special to it. Ground both sense pins by whatever means you prefer and that tells the GPU up to 600W are available.
As for 300W from three plugs, the Molex MiniFit spec goes to at least 8A per pin and that is basically 300W per 8-pin connector. As long as the cables and connectors are properly made, there is nothing particularly hazardous about going down all the way to 2x6-pins which is technically the same number of active 12V pins as the 12V HPWR connector using fundamentally the same connector with a different pin count.
Put another way, the single biggest difference between the "PCIe 5.0" aux connector and older PCIe aux connector is that 5.0 goes up to 100% of the Molex per-pin spec vs 50% previously.