Thanks for those details. Now I understand. These are unusual lighted fans and not the current designs for RGB or ARGB fans.
Start with the 4-pin Molex connectors, and that IS what you have there. The ones on the ends of each fan cable are dual-gender units. Their intent is that the male end of the connector (with pins in the shroud) connects to a PSU female output connector to get power. On the other end is a female connector so you can plug another Molex into it and still have an exposed female to plug in more, just as you have done.
So for pin function let's look at the female output connector with 4 holes. Note that the plastic body has two corner bevelled off at 45 degrees. So orient the connector to that you are looking into the holes, and the two bevelled corners are at the bottom. The the RIGHT-hand hole is the +12 VDC supply on Hole #1. On the lines from the PSU, that will be the YELLOW wire. Both centre lines are Grounds, and they are fed by BLACK wires. The hole on the LEFT end is +5 VDC (hole #4) and fed by a RED wire.
What these fans have, then, is fixed 12 VDC supply via Yellow and Black (holes 1 and 2) for the fan motor, and fixed 5 VDC (via Red and Black on holes 4 and 3) for the lights. There is no provision for controlling either fan speed or lighting display. Apparently they have a small device in the fan case to create the moving lights among an array of several colours, but you can't change that.
If you want to control both fan speeds and lighting displays, you would need to replace these fans with a current design. In choosing the replacements you need to look for two features. And watch out for confusion in the labels! The terms "3-pin" and "4-pin" are applied both to fan motors and to fan lights, and they are completely separate even though they use the same labels. The units really are two devices in one unit: a fan, and a set of lights in the fan frame, and each of these has its own separate cable.
For the FAN part I recommend you buy a 4-pin fan, better known as a PWM type fan. For the LIGHTS part, there are two INcomaptible types, and your mobo has a header for ONLY the type called plain RGB, which uses a FOUR-pin connector and supplies the lights with 12 VDC power. These can display many colours you can change, but the cannot display rainbows. If you see a photo of a rainbow on a fan, that is the other type (called Addressable RGB, with a 3-pin connector and 5 VDC power) that you can NOT use on your mobo. If you choose to do this, post back for detailed instructions. Basically, your mobo has two SYS_FAN headers that can power the fans and control their speed automatically, and one LED_C1 4-pin header to power and control the lights in the fan frames using a free software utility supplied with the mobo.
If you choose to keep the fans you have, you can rig a SPEED control system with custom wiring, but there is no way to change the lighting display. To do this you need to replace the +12 VDC and Ground connections to your fan group, connecting them to a mobo header instead of to the PSU. But you still will need the +5 VDC and Ground leads from the PSU for the lights. I suggest you buy a simple 4-pin Molex Extension cord like this
https://www.amazon.com/C2G-27397-In...eywords=molex+extension&qid=1610764684&sr=8-9
to start, and get a standard 4-pin fan female connector - maybe from a used fan or junk. Unplug your fan stack from the PSU output, and plan to connect them instead to the female end of the extension cord. At the MALE end of that cord, cut both the YELLOW wire and the adjacent BLACK wire. You will plug this modified male Molex into the PSU female output you had been using so that it can convey the 5VDC lines to your fan.
Now will connect the Yellow and Black wires you cut off to the fan connector. It has four holes and two ridges running down one side. The ridges are on either side of Pins 1 and 3 - Pin #4 is outside the ridges. You need to connect the BLACK from the Molex extension to Pin #1, and the YELLOW to Pin #2. When done you plug this into one of your mobo male SYS_FAN headers to get the power supply for the MOTORS of your fans. Finally, you need to adjust configuration settings for that SYS_FAN header in BIOS Setup. See the mobo manual, p. 21 and 24 for details on Smart Fan 5 settings. First, select the particular header you are using., then set these items.
Fan Speed Control Normal
Fan Control Use Temperature Input to motherboard
Fan Control Mode to Voltage, not PWM or Auto
Fan Stop Disabled
Fan Fail Warning Disabled
When you have them all set, use Esc to get back to Main Menu, then F10 to get to Exit Menu (p. 35). Select Save and Exit Setup to exit and re-boot your system with saved settings.
This will provide to your three fans the necessary DC Voltage to run them, and it will vary to change automatically the fan speeds according to the temperature measured by a sensor on the mobo. The fans should never stop, and there will be no monitoring of the fans' speeds for failure because those fans do not send out any speed signal to return to the mobo header.