OK, now that we know the AIO system, I can see the problem. That system comes with TWO Hubs. ONE of them has FOUR ports on it to plug in the rad FANS - specifically, their MOTORS. The other has FIVE ports on it - a different style - and these are for the LIGHTING connectors from the two rad fans AND the pump unit. The cable from the pump goes into the END port labelled "OUT". All of the ports on this Hub, and the mating connectors on the fan and pump cables, are of the type in your last photo. That is a locking connector design that is NOT normally used on any mobo.
Now, that lighting Hub has two options for how it is powered and controlled. For this it comes with TWO different cables. You use only one to connect from a cable coming out of the other END of this Hub. One of these - see key item 9 in the AIO instruction sheet - is a cable with a three-button manual control box in the middle and ending in a connector that plugs into a SATA power output connector from the PSU. When you use this cable, power for LIGHTS is drawn from the PSU, and control of their displays is done only by the three manual buttons.
The OTHER possible cable to use instead - see key item 12 - has no box in its middle but has TWO different connectors on one end. Those two are for use with either one type of standard mobo male lighting header or another, depending on what your mobo has. But here's the thing you need to get right. The AIO system's lights are of the 3-pin ADDR RGB type, so you MUST use the correct mobo lighting header. Your mobo has BOTH types of lighting headers. The one pointed out above is a FOUR-pin header at top front labelled "RGB Header". Do NOT try to use this! Instead, you also have three headers each with THREE pins and labelled "ADDR GEN2_x", and one of these is also at the mobo top front near the 4-pin one. (The other two 3-pin ones are at the bottom edge). That alternative cable from your Hub has ONE of its connectors somewhat like you showed in your earlier photo except that it looks like it had four holes but one is blocked off, and THAT is what you plug into that mobo male THREE-pin lighting header. It can only plug in one way. When you connect this way, power AND control of your AIO units' LIGHTS is supplied though that cable and Hub from the mobo header. Then you use the mobo's lighting utility tool called Aura Sync (part of Armoury Crate) to configure your light displays.
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