Had the same issue I bought mine last week everything worked except the pump LEDs and I really did not want to strip it back out and send it back i tried everything then read the post above.
I opened my case to fit my new gfx card and low and behold I had 2 sets of 3 SATA power connectors from my PSU one with 4 wires and one with 5.
Plugged a 5 wire into the pump and it now lights up like a Christmas tree
Thank you jdtechgear
Now i have an issue with one of the led fans going off, both come on first boot then the leds on one fan go off within a minute :o