First of all sorry form my bad english.
I have the Asus Z370-I too and the same problem.
I buy the BitFenix Alchemy 3.0 RGB Strip and put it in to the RGB Header (4-1 polig ADD_Header) in the Mainboard.
But it did’t work. BitFenix say it has Asus Aura, but no Lights are shining.
GrumpyBear17 can you explain exactly how you make it work? Maybe more pictures from the connections?