The Tom's system alerted me to the post above by Phaze88, but I've been too busy to reply for a couple days. I can give you specific advice on connections and configuration. First some background.
The fan headers on a mobo have three major functions: (a) supply power to the fan; (b) control the fan speed so that a TEMPERATURE can be kept in a reasonable range; and (c) monitor the fan speed signal for FAILURE. The last one many people forget but it is important. Failure of a fan (no speed signal reaching the header) normally will trigger an error message on your screen so you are aware and can fix it. But for the CPU, such a failure COULD be catastrophic. The mobo and your OS have one protection system for this - they will slow the CPU speed ("throttle" it) if the CPU's internal temp gets above a limit, and further will shut your system done completely if it reaches a higher limit. But those are slow actions. On most mobos for failure of the fan on the CPU_FAN header specifically, the mobo itself will put a prominent screen error up immediately and, in a short time and without waiting for the CPU temp sensor to show actual high temps, may shut your system down quickly. Moreover, it may also NOT allow you to boot up if the CPU cooling fan does not show a proper speed right away.
When you use a AIO liquid-cooling system for your CPU (as you are doing, OP), the most important part of that for FAILURE monitoring is the PUMP operation. If the pump fails there is no fluid flow, and NO heat is being removed from the CPU, so its internal temperature could go VERY high quickly. If the pump is working but even ALL of the fans on the rad do not, the liquid loop temperature will rise slowly, and the other mobo / OS temperature limiting process will catch that before the temp gets too high.
OP, the Galahad AIO 240 system you have is designed to have the pump run full speed all the time, and let the CPU_FAN do its normal control system for the CPU chip's internal temperature by altering the speed of the rad fans. So we need to make connections for that according to what your mobo can do. See the Galahad manual on p.2, the "Cable Connection Guide". You have two connections o make for motors (we'll skip the lights for now). A THREE-pin connector from the PUMP is shown going to AIO_PUMP, and a FOUR-pin connection from the fans (a Splitter to feed two fans on the rad) to "4-pin PWM". On your mobo (see its manual p. 17), you have available a CPU_FAN and CPU_OPT header, three SYS_FAN headers for case ventilation fans, and a dual-purpose SYS_FAN4_PUMP header. The awkward part of this is that your manual, like nearly ALL others, does NOT tell us any details about how the FAILURE monitoring is done, and on which header(s). The only thing we CAN be sure of is that the special close monitoring WILL be done at the CPU_FAN header, and maybe others. We also know that for purposes of the fan SPEED control function, the CPU_OPT and CPU_FAN headers will do exactly the same thing.
Now we come to a quirk of the designs of fans that is used by most AIO systems including yours. The older 3-pin fans can have their speed controlled ONLY by varying the voltage supplied to the fan on Pin #2 (Pin #1 is Ground, and Pin #3 is the fan speed signal sent back to the header.) That Voltage can vary from 12 VDC for full speed down to about 5 VDC for minimum speed without danger of stalling. The new 4-pin PWM fans work differently. For them the Voltage on Pin #2 is always 12 VDC. Then the PWM signal fed via Pin #4 goes to a special chip inside the fan that uses the signal to modify the flow of current from that fixed power line though the windings to change fan speed. Now, if you plug a 3-pin fan into a header that is using the new 4-pin PWM Mode of electrical control signals, that fan always receives 12 VDC from Pin #2, and does not get the PWM signal it can't use, anyway, because it has no special chip. So it runs full speed all the time. The PUMP on your AIO system is wired just like an older 3-pin fan. Since we WANT it to run full speed always, it should be connected to a header that IS using the new PWM Mode. That way, no matter what speed the system may try to impose on the PUMP (via a PWM signal through Pin #4) the pump will still run full speed. Meanwhile, we also WANT to have the speed of the rad FANS determined by that CPU temperature control system, so those fans should be connected to the same electrical signal. BUT those fans ARE the 4-pin design that DO respond to the PWM control signal.
Now we can make the proper connections. Plug the PUMP's 4-pin connector into the CPU_FAN header - the one header we are SURE will monitor very closely its "fan" (really, the pump) for failure. Plug the two rad fans (using the Splitter) into the CPU_OPT header that is sending out the proper signals to control cooling of the CPU chip. You do NOT need to use the SYS_FAN4_PUMP header - we don't really know whether it will do failure monitoring the correct way for CPU protection. You will use the three SYS_FAN headers for case ventilation fans, and you even could use the SYS_FAN4_PUMP header for that, too.
Now to header configuration - see manual p. 26 for the Main Menu. Use F6 to get to the Smart Fan Menu (p. 27). At upper left you get to choose which header you are working on. For the CPU_FAN header, set Fan Speed Control to "Normal"; Fan Control Use Temperature to CPU (uou may NOT have this choice for this header - it may only use the CPU's internal sensor); Fan / Pump Control Mode to PWM so it does send out the PWM signal and hold Pin #2 to full 12 VDC; Fan / Pump Stop to DISabled (you never want it to stop!); Fan / Pump Fail Warning to Enabled. Now proceed to the CPU_OPT header and make the SAME settings. I see you can actually save a set of header configurations to a named file, but you do not need to. Your next step will be to make your current adjustments "permanent" until you come back to change them. Use the Esc key to get back to Main Menu, then the F10 key to get to the Exit Menu (p. 43). There choose Save & Exit Setup to save your settings and reboot.
This will ensure that your pump runs full speed all the time and is monitored closely for failure, and that the two rad fans will have their speeds adjusted automatically according to the temperature measured by a sensor inside the CPU chip.
Regarding case ventilation fans which you do not seem too worried about, I will assume for now that they are of the 4-pin variety. So you can go back into BIOS Setup to the Smart Fan system and configure the SYS_FAN headers you are using for those fans. Most settings are the same as above, with two exceptions. The Fan Control Use Temperature should be set to Motherboard. IF your case fans are 3-pin, set Fan / Pump Control Mode to Voltage. Remember to SAVE and Exit.
I suspect part of your problem was that you assumed, since the pump cable has 3 holes, you set its header to use Voltage Control Mode suited to 3-pin fans. BUT that would mean that the header would actually change the pump speed all the time as temperatures change, and at the SAME time the FANS' speeds would change, too, so that the two devices would chase each other around. Moreover, if you had connected the pump to the SYS_FAN4_PUMP header and left that to use the MOBO temperature sensor rather than the CPU sensor, the pump speed would have been guided by the cooler internal case temperature, not the CPU temp. That would surely push the pump to slow speeds at low to moderate workloads, and inadequate heat removal from the CPU chip.