Sorry I thought you were saying you only had one molex left. Now I see you have used your last one.
It won't hurt to use a Y splitter to gain an extra molex, even two. Just don't keep splitting them off the same original lead to the PSU.
You won't want to take a molex, use a splitter on it, use a splitter on each of those two and then run four HDDs that all go back to one lead to the PSU.
But if you put a splitter on a molex that you use for a HDD, and use the other lead for a fan, that won't hurt anything. In the big picture the fan uses very little power. Split them so you have a light-demand device shared on the splitter with a heavy-demand device.
I would have no hesitation using three splitters if I was using fans on the extra leg of each one.