Use a sata power splitter and Sata to fanwire.

https://www.amazon.com/Benfei-Power-Y-Splitter-Cable-Inches/dp/B07ML447FG/

Do not plug things into seemingly extra headers.

Thats asking for trouble and possible damage to the fans as well as to the motherboard.

https://www.amazon.com/CRJ-4-Pin-Sleeved-Power-Adapter/dp/B0711CR7HV

I am pretty sure the HDD fan header is a nonstandard connection which won't work with the corsair ml 120 pro.

Y splitters are good.  I'd be careful how much you connect to a single header though. Even up your load 

The other thing to consider is the OEM Dell AVC fans pull over 1A, which is about 4x what most 120mm fans will pull, including the ML 120 pro.  If you put the equivalent of 6 fans on 1 header you run the risk of burning it out.

The CPU fan header is for the CPU air cooler.  It is a standard 4 PIN fan header with standard wiring.  The issue you will face with a corsair ml120 pro is you will probably get a boot error saying the fan isn't responding correctly because it checks for the oem fan which RPM are much higher.

Just for extra info, I added a 3pin fan to CPU_FAN on my R8, no boot problems 

If you have a 4 to 3 pin adapter cable like a Y with 4pin empty, it may work also 

So not a good idea to put an OEM 5000rpm fan there for example 

Yeah, 3 PIN fans are fine, they will only run at a fixed  noncontrollable speed though. The startup checks for the fan's pwm responses, which is N/A on any 3 pin fan.  

@markburv MO Powa