Yes the +5 volt supplies need a load to properly regulate, which affects the other output voltages. If what you need is the 12 volt outputs then put a hefty load resistor on each of the +5 supplies and you can then combine the 12 volt outputs, diodes probably arn't necessary as it already has them inside, besides which you would end up with 11.3 volts with them. I'd load them with at least 1 amp each which would be a 5 Ohm 50 watt resistor.