That cable splits out one SAS lane from the source device connector to each of the four "breakout" connectors. (see the PDF linked under the Downloads/Documents tab on that page)
I have no idea how or even if that would work with a SAS expander, but you'd only get one lane worth of bandwidth...
More likely because you plugged the 8-pin PCIe power connector from the P/S into the 8-pin CPU power connection on the MB. I still can't figure out how you did that since they are keyed totally different.
Doesn't your P/S have a 24-pin connector? (Edit: No it doesn't, I just looked)
Yes, a standard PC type power supply is what you need for the motherboard. The one you have is only for powering the multiple GPUs in a mining rig.
The cable you linked to is a reverse breakout cable. It's used to connect a controller card with 4 individual SATA connectors to a backplane with a SFF-8087 connector. You need a forward breakout cable.
The MegaRAID SAS 9361-16i is up on LSI/Avago/Broadcom website:
MegaRAID SAS 9361-16i
Next-Generation High Port Count SAS RAID
The Avago MegaRAID® SAS 9361-16i, with sixteen internal ports in a lowprofile form factor, delivers two 1.2GHz PowerPC processor cores and a 72-bit DDR3 interface that...