Hi HappyBuddahman,
I think the issue you are seeing may be due to the fan RPM speed being a bit too low for the motherboard to register, or the RPM sense pin for the primary referenced fan is not working properly.
Can you try swapping the fans on the 3 way splitter to test this as I have seen this before on same motherboard with some 2 pin 12V fan models.
If you find the fan speed is simply running too low you may need to change the RPM warning RPM level on the motherboard to match the speed the fan is running.
all of that aside I can say it sounds most likely that the RPM sense pin on your fan may not be registering and simply swapping the fans on the 3 way splitter may resolve your issue.
if you look at the 3 headers on the 3 way splitter you will notice that only one of the three fan headers has the 3rd pin in place.... try a different fan on that header with the 3rd pin to see if the issue is resolved. as this is the RPM sense pin and the motherboard may simpy not be able to see the signal from the fan that is presently on that specific port, or possibly even the RPM sense on that specific fan could be failed.
Let us know if that fixes it for you