As long as the aftermarket heatsink isn't causing the RAM to be pushed into the board with more force or at an awkward angle, there's no reason to be concerned.
As for your second question, what is the specific brand/model of the unit? The fan connector plugs on those devices by the way are NORMALLY male because the fans themselves will have the female attachment, so there's little reason to need to convert them. The only reason you would need to convert them is if you've already got a converter on the fans already
Every fan I've bought that had a three pin power connector has been female. Even the molex connectors (the wide plastic ones) have been female as well.