I have the EXACT same problem. Just bought this 3 fan kit at Best Buy last night for a tower I'm building for my nephew. I am using them as front intake fans on the tower, using the supplied controller, 4-pin PATA power connector, and the USB header plugged into the ASUS motherboard. At boot, fans come, the board posts about 5 seconds later, and they do their default rainbow color. When Windows 10 loads 10 seconds later, they switch to the Temp mode setting, (Blue for cool, then it changes colors as temperatures rise and fall).
But, fan number 2 is always on default rainbow colors, not Blue, and when I open the TTPlus software, number 2 color control is always turned off, no matter how many times I change the settings and save it, reboot, or change it back to before settings, save and reboot. Kinda funky, and it's got to be something with the software at Windows boot, and it happens to whatever fan is plugged into port 2 on the controller.
No idea how to fix this myself yet, IT professional, heavy PC gamer, been building PCs for 30 years now...