I bet this is related to the use of the fan Hub in an obscure way. Some background to help understand. Almost all fans generate in the motor a speed signal consisting of two pulses per revolution that is sent back to the mobo header on Pin #3 of the connector. The mobo circuits count those pulses to get a speed reading. Any mobo fan header can only deal with a pulse signal coming back from ONE fan motor; it would get totally confused with two or more conflicting pulse trains. So any Hub or Splitter will only send back to the host mobo header the speed signal from ONE of its fans, and completely ignore the rest.
Your Deepcool AIO cooler system has three fans for the radiator, and a Hub with FOUR sockets to plug them in. Look closely at that Hub. I expect (although their website does not say this) that ONE of those four is marked specially as the ONLY socket that sends its fan's speed signal back. Further, I bet it just happens that that is the one socket you are NOT using for your three fans, so there is NO speed signal being sent back to the CPU_FAN header the Hub is plugged into. So, move one of the fan's plugs to the empty socket of the Hub.
Oh, and just to be sure, the Hub MUST be plugged into that CPU_FAN header, and not some other header. That is not exactly what the instructions for the cooler system say. The connections for this system are based on considering both control of the pump and radiator fans, and failure detection to protect the CPU chip. The design is this: the pump unit should receive a full 12 VDC power supply at all times and will always run full speed. The three fans (4-pin PWM type) on the radiator will be powered and controlled (for speed) by a different mobo header that is guided by the temperature inside the CPU chip, as measured by a sensor built into the chip. Thus control of CPU cooling is done entirely by altering the speed of the fans on the radiator. In addition, ideally both of these mobo headers will monitor the speed signal coming back to it from the "fan" (or whichever device it has) and send out alarms if it gets no speed signal (or, in some cases, a speed that is below some specified minimum). It is VERY common that at least the CPU_FAN header (and MAYBE the CPU_OPT header) will take extra precautions on this failure monitoring. It it detects failure of its fan, it will send out an immediate warning and, in a short time, shut down the system completely to protect the CPU from disastrous overheating without even waiting for the CPU internal temperature sensor to detect that high temperature. So setting up to use this failure protection is important.
In your case, OP, your mobo has both a CPU_FAN and a CPU_OPT header. I would recommend that you connect the PUMP unit's power cable to the CPU_OPT header. That cable is the type for a 3-pin fan, and the header is 4-pin. That's not a problem, and you should configure the CPU_OPT header in BIOS Setup a particular way. Set it to use PWM Mode (not merely automatic type detection) to control its "fan" (really, the pump). This ensures that the power supply on Pin #2 of the header will always be the full 12 VDC, and the pump speed will NOT be changed because it cannot receive or respond to the speed control PWM signal on Pin #4. The speed of the pump will be measured and monitored by the CPU_OPT header. Then for the Hub that connects the three fans on the radiator, connect that to the CPU_FAN header and, in BIOS Setup, configure that also to use PWM Mode to control the fans' speeds - these 4-pin fans WILL be controlled in this way. Of those three fans, ONE will have its speed measured and monitored for possible failure, and the speeds of the other two will never be measured or seen anywhere. In this way both important parts of the CPU cooling system - the pump and the rad fans - will be monitored for possible failure. And as I said, just ensure that one of the rad fans is plugged into the only socket of the Hub that will sends its speed signal back to the CPU_FAN header.