First some general remarks.
Your way of drawing a schematic is … unusual. You are using a hierarchical design, but you are not using hierarchical labels or hierarchical sheet connectors. And as a result, it is not really a hierarchical design. If you use hierarchical labels (and hierarchical sheet connectors) then routing through the hierarcy is ensured.
When you use global labels, then they are visible everywhere. When you use an alias list in a global label, then all labels of that alias list become global labels on each sheet the global label is used. This is not mentioned in the manual. I discovered this a few days ago. More about this subject in: Tying Globals to Buses across Pages - #12 by paulvdh
When you see things like this:
it means KiCad does not recognize the connection. The green circle on the bus connector is an “open end”, and the colored square on the label also indicates the label is not connected. (The “not connected” square of labels have weird colors sometimes. bit of a nuisance / mini bug).
Inter-Sheet Reference Bug.
First, yes, it looks like a bug to me. At first I suspected it was related to the alias list, but then I created two global labels “asdf”. I put one on page 6 and the other on page 2.
The label on page 2 points to page 5:
The label on page 6 points to page 3:
And following the links indeed go to the wrong page.
I also tried renumbering all pages to “double digit numbers” but the problem persists:
I think this should be reported on gitlab. I do recall some bugs that have been fixed related to page numbering, but can’t remember any specifics.