You need to go back to basics. First, connect all your fans directly to the power supply. Make sure they all work as expected. Next, connect ONE fan to the fan controller in fan 1 slot. Test that it works correctly. Remove the fan, connect it to fan 2 slot and test. Repeat for each slot.
This should tell you if the fan controller is working as expected. Assuming it is, remove the fan, and connect each fan in turn to fan slot 1, and test that you can control the speed as expected.
This should tell you if the fans are working as expected.
Lastly, connect fans, one at a time. Test before you add each fan. If it stops working at some point, it seems likely you are overloading the fan controller (or one of the fans is faulty, but you should have ruled that out above).
Good luck.