I have a similar problem with my new system. I have an ASUS STRIX X299-E Gaming II motherboard, Intel Core i9-9900-X CPU, Corsair H110i RBG Platinum SE. Upon booting the BIOS initiation stops with the error comment stating that the CPU fan is not operational. Also, the CPU temp quickly ramps up to over 90 degrees Centigrade (before I turn it off). The single wire three-pin "tach" plug is attached to the CPU_header, although I have tried the CPU_Opt header and the AIO pump header. SATA connector is attached properly, and the fans are connected to the harness. With this setup I cannot get past the intial CMOS BIOS boot sequence. I have not been able to turn off the lower CPU fan threshold because the CPU temp rises so quickly and I don't know if the CPU temp is true or a false temperature. I really don't think it is a mounting problem and I have use older Corsair AIO liquid cooling systems without the tach wire.
Interestingly, in trying to resolve the problem, I replaced the H110i with a simple Thermaltake CPU heatsink/fan cooler and the system boots up and the CPU temperature runs between 30 to 50 degrees Centigrade, depending upon CPU usage. I would prefer to use the H110i RBG, but I am not getting anywhere. I am reluctant let the system run too long at this high CPU temp since the CPU is quite expensive to replace.