Here's what I'm doing on my board. YMMV. Using Asus x99 Deluxe-II and Corsair h100i v2. Shouldn't make any difference, but just for reference.
Fan Connections
I have my h100i's water pump connected to my cpu fan header.
I have chosen to not use CorsairLink to control fan speed, as I do not want to many programs polling my temperature/fan speed sensors and I am already using AIDA64 for that. Also I found that using CorsairLink to control fan speed and using the recommended(by corsair) fan connections(fans plugged into pump) did not properly adjust fan speed under load.(my fans were at 50% speed at max load)
Because of this, I elected to plug my h100i fans directly into fan headers on the motherboard and use Q-Fan control to control the speed.
Q-Fan Control Set Up
I recommend you do NOT use the "optimize all" option for this and instead manually set up each fan. You only need to do this once, so while it may seem tedious, it is very much "set and forget".
So each fan has the same basic settings and options that should look something like this
The first option lets you select the fan control mode, i.e. PWM or DC, pretty self explanatory if you know what those mean.
The "Fan Source" option allows you to select a temperature that the fan speed will be controlled by. So if this is your CPU cooler, any fans on it should be using "CPU" as the temperature source.
The step up and step down options let you dictate the amount of time it takes the fan to speed up or down when it reaches a temperature threshold. 0 means it will immediately change speeds when it reaches the threshold temperature for a certain speed. Change this setting if you don't like to hear your computer suddenly making a lot of fan noise during load, and it will gradually adjust.
The fan low limit sets the fan minimum speed below which an alarm will go off. (I think? Honestly never needed this)
The fan profile is the actual "fan curve" where you set the fan speed vs temperature(of the "fan source" sensor). You can use one of the presets, but I recommend taking the time to find the manual settings that work right for your system.
Manual fan profile has 6 additional settings where you set up your fan curve. They are also pretty self explanatory.
The low and high settings are the most important here, with the middle setting, from my understanding, being used to smooth the fan curve.
So, how do you find your optimal settings?
I'm sure greater minds than me have guides on this sort of thing, but I'll give you a quick and dirty guide that's basically how I did mine.
You ideally want your system to make as little noise as possible while remaining the coolest under light load, and have maximum cooling with no regard to noise at max load(at least that's how I feel). The first thing to do is find the highest "quiet" setting on your fans. In Q-Fan control, adjust the minimum fan setting upwards in 5% increments starting at 20% until you hear and audible change in loudness, then drop down one 'notch'. You do not need to save the BIOS settings for these changes to take effect.
Once you have your minimum fan setting, you should find your idle load temperature. Go browse the internet for a few minutes, watch some Netflix, whatever your "basic" computer usage consists of. Take a note of your CPU temperature while doing this. Add 2-3 degrees C, and you have your "minimum" temperature to input into Q Fan. if you exceed this temp, your fans will now increase speed.
Your Maximum fan setting should obviously be 100%. For the "maximum" temperature, set whatever temperature you feel signify's that your computer is now under heavy load. Use a stress test like RealBench if you need to find what your system temps are like under load. For reference, I would maybe use 55C as a baseline for max temperature.
Middle temp and fan speed can just be whatever is directly between high and low.
To solve your CPU fan speed error, the section above Q-Fan should look something like this(in whatever skin your bios has)
Under CPU fan speed you should see 'N/A' or '----' or the like. Click this. You will see a menu with some option. One of those is "do not monitor" or "ignore this sensor". That is the option your are looking for to make the error go away on boot.
Hope this is helpful. Good luck in your endeavors!