When you say molex, do you mean a direct connection to your PSU, or do you have them connected to a fan controller? The exhaust fan connected to your mobo should turn off when your mobo sleeps or shuts down. The other two depend on how you have them set up.
The easiest fix, if you have the fan headers available, is to hook up your intake fans to your mobo and run them either from your UEFI BIOS or download and install AI Suite and control them through Fan Xpert. Or you could use third-party software like Speed Fan.