Disclaimer: I can not change the KiCad feature set so i give advice how to work with the current tool.
I think your problems might stem from your strange use of global labels. It’s really unexpected to see global labels named after pins connected to each other instead of connecting power symbols or cleartext signal names to the respective pins.
In a schematic that uses global labels I would always give nets the name of the provider side and I would use custom power symbols for power supplies.
It is also strange to see signal pins of two systems getting global labels and then having these connected at a third place. If one uses global labels then again use a cleartext name for every signal instead of using the pin name for it (For example if you have an LED to display a status then do not use PB13 for the label but LED_STATUS).
However, the section of your schematic looks like you might already think a bit like a hierarchical designer. So i suspect you might benefit from going all the way and use hierarchical sheets as abstract objects with hierarchical labels (pins) defining the interface.
Your VCC pins would then be hierarchical pins and in the root sheet you connect them to a global label which will define the global name for it.
Even better would be if you give your hierarchical interface names that avoid knowledge dependencies. VCC is not an ideal name as it requires the reader to check what chip it is connected inside the sheet and then check the chip datasheet to see what the voltage level should be. A better name would be to use for example 3v3 in the interface.
Similarly, with VCCPAUX, VCCAUX, VCC_MIO_501, VCC_IO. Reading this section of the schematic requires me to understand in detail other sections of the system (introduces knowledge dependencies). I can’t even really tell which one is the supply and which ones are the consumers.
A full lecture: Hierarchical or flat schematic design, what is best for me? (How to deal with multi page schematics?)