@_Neptunno_ Thanks for the links. I didn't even know those cables existed. The only thing that works for me are physical leds because they are headless machines.
Before you wrote the answer, I bought this (it hasn't arrived yet), with which I hope to be able to connect the controller. I'm also taking a risk because there's no 100% certainty that it will work at x1 (according to what I read around, it should), but well. Also, a fifth SATA would save me a USB drive, so it's the solution that best fits what I need. Performance is not a problem because they are mechanical drives.
If I see that it doesn't work either, I'll try with the cables you mentioned.
What I want to do is more on the side of the geek thing than of practical utility but as you say, it's a matter of niche and besides having little variety, the prices are not cheap (50€ a mid-range controller and 6€ each cable... a pass).

you will have to plug in the new disk, go into the bios of the controller and indicate that the new disk is part of that raid and let it rebuild