Use sheet entries on Altium
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.