In re-reading ,my posts above I see I made an error. I thought you had the PUMP connected to CPU_OPT, but no. You say it is already plugged into AIO_PUMP and that's OK. However, I reiterate there should be NOTHING plugged into CPU_FAN if that is how the pump is connected. Ensure ALL the rad fans are connected to the Breakout Cable outputs, AND that one fan is in the only output with all 4 pins.
Now, WHAT makes you say, "It’s not letting me set to pwm mode"? Is this within NZXT CAM, or in BIOS Setup? And, for WHICH header? Ideally you set the AIO_PUMP header to PWM Mode, but MAYBE it does not give you any choice on that header. Such a header is supposed to feed a constant 12 VDC power supply to its pump on Pin #2, so some mobos will do that only and not let you make any change. In that case look in CAM so see the PUMP speed it reports when there is NOTHING on the CPU_FAN header. It should be around 2800 RPM, the spec for the max pump speed in that AIO system.