KiCad Eeschema: Defining separate power rails for hierarchical sheets
If You really want to separate power nets the solution is quite simple: just give them different names and do not connect them together on any of the projects' sheets.

You've already connected +5V and GND directly to Clock Generator and I assume You also use the same net names on Clock Generator sheet. Next, P38 and P40 are connected to Memory Unit sheet - to this point it's fine, You have separated nets. Now You have to give different names to power nets on Memory Unit sheet, for example +5Vmem and GNDmem.