That doesn't sound working as the board manual described.
At least the CPU Fan should control 3-pin and 4-pin fans by DC.
Check in the bios the CPU Smart FAN Mode options: Auto, Voltage and PWM.
Set it as Auto.
Check also the CPU Smart FAN Control options: Normal, Silent, Manual, Disabled.
I would let it as default Normal.
After the required restart enter in the bios again.
Check the fans speeds.
Hope this settings will make the 4-pin headers working with 3-pin and...