You "installed a 3-1 rgb splitter". How have you connected that and the RGB devices attached to it?
First thing to check. The RGB and Splitter cables have a line of four holes and pins, but MAYBE your is missing one of the pins / holes Check the markings 0on the connectors, and there should be a mark for a 12V or someting. Make sure each female (with holes) connector from the lighting units is plugged into the Splitter the right way around with the marks matching.
Now, IF you connected that to a RGB Controller Hub by Cooler Master and supplied with the case, then check the connections to it. Again, ensure matching marks on the connectors. Such a device usually needs two additional cables attached. One goes to a SATA power output...