Abusing EPS connector to power LED's?
Break down the problem into smaller sub-problems.


Define each PCIe/CPU connector port as a "load"
How much power is each load going to draw? Break that load up into sub-loads. 
Determine the relevant rating of each link. 
Recursively break down each load to its subloads until you hit discrete components if need be


In your case, the assembly comprises: 

A PSU which has Na ganged load connectors. 
Each ganged load connector has Nb sub-loads (LED strips). 
Each sub-load has Nc of its own sub-loads (discrete LED). 

Calculate the load of each and work backward. If you can't find a datasheet, test it empirically. 

Here are some more references on PCIe power connectors: PCI Express Auxiliary Graphics Power Connectors