According to AWG standards 18 AWG wire is only 1 mm thick in diameter. Going by your pictures it certainly seems to be at least that thickness. The problem is 18 AWG wire is only rated for 10 A max for single core wire, which is 120 W at 12 V and much less for multi stand wire. A GPU dual mining can easily pull 150 W+ from the VGA connector. I had a similar issue with the same type of dual molex to 8-pin connector. Now I only use 18 AWG splitters for 6-pin risers and 16 AWG for 8-pin PCI-E connectors.
https://www.engineeringtoolbox.com/wire-gauges-d_419.html
https://bitcointalk.org/index.php?topic=2571737.msg26194468
https://www.engineeringtoolbox.com/wire-gauges-d_419.html
https://bitcointalk.org/index.php?topic=2571737.msg26194468
Yes, I was going to post essentially the same thing but you saved me the effort.
We only use 16 AWG PCI-E splitters on GTX 1080 or higher GPUs (higher power draw that is). If you buy from reputable places and verify the quality before using them it goes pretty well.
You can check the gauge of the wire with a cheap wire stripper or even some multi-tools (Leatherman etc..) have that feature.