If you do not name the bus itself, it is just a simple blue graphical line, and all connections are just made by the labels. This is the “old” behavior of KiCad, and it works just fine on a single sheet.
But it does not work well with hierarchical sheets.I do not know what the exact constraints are for a hierarchical design, but if you want to play safe, it is best to name all the busses on each of the sheets. A bus does not need to have the same name on each sheet.
You can also experiment a bit with the example I posted on this forum some time ago in the thread below:
Also, about this part:
The thread I linked to has quite some background info about the use of buses. My recommendation for the next time, is that you seek professional help Before you get into such a state of frustration. 