Don't remove anything! You will kill your board.
Listen, the pins missing might be notheing wrong.
In this cable there are many parallel wired carrying same line current that are doubled or trippled for redundancy for redundancy.
If it's standard 20 pin power ATX connector, it's scheme should look like this:
For example, there are 4 wires with +5v line (RED). These wires are pretty thick, even a single one of them can carry some 100amps, so lf one of red wires is missing - it's not big deal.
Now If you really want to check your PSU - just take a voltmeter, and test all psu lines (3.3v, 5v, 12v...) and make sure they are deviated not more than 5% from the values in the link above.