Three-pin fans use voltage control to manage the speed. Your motherboard manual (page 14page 14) shows the SYS_FAN1/2/3 use VCC, but the cpu fan does not. In addition, page 15 shows a CPU_OPT fan header which also supports VCC.
The next step is to ensure the fan plug wires are arranged to match the motherboard CPU_OPT pinouts.
