I suggest you change a few things. Just a note about keeping these things identified correctly. We have used the terms "4-pin connector" and "4-pin fan". The potential confusion comes because BOTH the fan MOTOR and the RGB LIGHTS use connectors with 4 holes (female "4-pin connectors") but they are for different functions. The one for the motor supplies only power and speed control for the motor, and it is about 12 mm wide, with two ridges along one side that are near the holes for Pins 1 and 3 - Pin #4 hole is outside of the ridges. The one for the RGB lights is much wider with 4 holes in a straight line.
Let's look at the MOTOR connectors first. You have not said anything about CASE cooling fans - you've only told us your CPU included a cooling fan that includes RGB lighting effects and hence has a cable for that, too. But you have the CPU fan motor plugged into the CPU_OPT header. That may not make a big difference because both that and the CPU_FAN header likely are pre-configured that same way. BUT it may male a difference for fan FAILURE detection. The CPU_FAN header keeps special attention on the speed of its fan and, if it gets no signal, will send out an alarm that the CPU cooler has failed. So you really should move the fan connector from the CPU fan to the CPU_FAN header, and not keep it on the CPU_OPT header.
Regarding the connection cable from the CPU fan's lights to the mobo LED_CPU header, that is good, so leave it there. As you say, this allows you to control that light system using the RGB Fusion software. If it IS working and you CAN control the lights in the CPU cooling fan using RGB Fusion, then you DO have it plugged in correctly.
Now, to the front panel RGB lights. You have the cable for them, the one with the "Main" label on it ending in a female (with holes) connector, plugged into the cable from the top front of the case. This allows you to control those front panel lights with the LED button on the case. BUT if you move that instead to the mobo's LED_C (five pins) header at the bottom, then you can control THIS set of lights also using the RGB Fusion software, instead of by the LED button of the case. When you plug into that mobo header, the cable will use only four of the pins. Note that the pin on the left (nearest the back edge of the mobo) is marked as the +12 VDC line, and the connector has an arrow marking the +12 VDC hole. Match those up when you plug in. This will leave the right-most pin of the header unused.
Now on to the new Jonsbro FR601 fan you plan to mount as a rear exhaust fan. This unit appears to be wired as what is commonly called a LED fan. Most of those have only one colour of lights in the frame, but this appears to have several. However, the lights are not controllable. They are merely connected in parallel with the motor so they get the same power as the motor, and will light up to their own pattern when the motor is running. So as far a power and control goes, treat this unit as simply a 3-pin fan that requires Voltage Control Mode (aka DC Mode) to control it. It has only a single electrical cable ending in a female 3-pin fan connector. It comes with an adapter to let you connect it to a Molex output from the PSU, but you do NOT need that. Plug this fan into either the SYS_FAN1 or SYS_FAN2 header near the back of your mobo (see manaul p. 13). Now go to p. 28 and make these adjustments for the particular SYS_FAN header the fan is connected to. Set Fan Speed control to "Normal", Fan Control Use Temperature Input to the motherboard sensor (not to the sensor inside the CPU chip), Fan/Pump Control Mode to "Voltage", Fan/Pump Fail Waring to "Enabled".