Can you post your sub-sheets?
From looking at what you have posted, I think you may have a typo in the entry: RB[0..7]. You typically get the red line below the entry when it is not correctly tied to a port on the child-sheet.
Right-click on the sheet symbol, and select "Sheet Symbol Actions" -> "Synchronize Sheet Entries and Ports"
Anyways,
I created a simple, minimal test schematic to do what you are doing:
Top Sheet:
Sheet 1:
Sheet 2:
Project Hierarchy:
And it properly connected the nets across the different schematics:
For what it's worth, I am fairly sure you have to both name the buses with net-labels on each child-sheet, and name the ports.
Also, the bus name and wire names have to have the same prefix:
For example, a set of wires HERP0 HERP1 HERP2 HERP3 HERP4 has to be in a bus named HERP[0..4]. It may also have to be zero-indexed (i.e. start at 0, rather then 1), but I'm not totally positive on that.
Also, I do indeed get the "Net NetName has multiple names" warning, but it's just that, a warning. You can turn the warning off, or just ignore it. I tend to leave it on, and before I have a board produces, go through all the warnings and make sure that I intend for whatever they refer to to be that way.
Best Answer
It looks like you're trying to use Kelvin connections so that your sense traces don't carry any current. To do this best in Altium, use a "net tie" component. It allows you to connect two nets together at a specific point on the PCB. Google "Net tie" and Altium and you should be able to find what you need.