You will get the best help if you attach your project (Kicad main manager–>File–>archive project) in your post.
As a new user you have to get the next user-level first (as anti-spam countermeasure). Read and followthis link: New Member Information.
If you have promoted yourself to basic user level you could attach your project.
two guesses:
- hierarchical labels are offgrid and therefore not connected to the wires
- no other symbols connected to these wires (it’s not enough to have a wire connected to the label, there must be a real symbol on the other end of the wire)