So the picture becomes a bit more clear to me after having a read here:
http://forum.corsair.com/v3/showpost.php?p=886692&postcount=1
Specifically this section by CharixFox
"The next bit of fun was getting into the control modules. Four screws on the hub and two on the button remote, both under the sticky pads. This contained the important information that strengthened some of my suspicions.
The hub takes +5v and Ground from the SATA connector to power the controller and the LEDs. The remote has three wires going to the hub, so either it had to be using a digital signalling to logic hardware in the hub or the logic hardware had to be in the remote. Turns out it's in the remote. One ATMEL 2mbit EEPROM and an unmarked 8-pin processor chip work with 5V and Ground and have a single line out for the digital data signal.
Each port on the hub has +5V and Ground, and then Data Out (from the hub to the fan) and Data In (From the fan to the hub so it can be passed to the next fan). The data signal from the remote is passed to Port 1 on the hub, then the Data In (I prefer to call Data Return) on the port is passed to the Data Out on the next port, and so on through all six.
Pinout for the LED connector on the fan -WIRES TOWARDS YOU, CLIP FACING UP-:
Ground Data Out Data Return +5V"
So I am guessing just the "data in" cable could be needed from the motherboard header to the rgb fan controller...
Another possible problem, each HD120 has 12 x LED's. My motherboard manual states a maximum of 60 addressable LED's per LED strip attached to each header. So would that mean a maximum of 5 x HD120 fans per header? Or doesn't this apply due to the connected rgb fan controller?