Hi again
After long testing session and altering all available settings in BIOS I came to conclusion that I have to use extra power directly from PSU, like the author of this topic suggested.
I am pretty sure that in my case (MOBO Gigabyte GA-Z170-Gaming-K3-rev-10) more power is avaliable from CPU fan headers than from SYS fan headers. When I connect fan hub (with up to four fans) to CPU_OPT it will always start correctly, LED flashes and stays on - always. However when I connect the same hub to SYS header its more like 50/50 chance that the LED will stay on.
And here's the fun part - it doesn't matter if I connect four or just two fans to the controller. It seems SYS header does not offer enough power on my MOBO (which is weird because this is quite expensive and new MOBO). Changing PWM setting in BIOS to max does not help with anything.
BTW, can anyone explain how to extract 12v & GRD from SATA cable? Yellow is 12v and black is GRD?