Do you have automatically generated net names configured properly, under Project Options? You'll want something like, "append channel index to name", or you can write your own identifier string.
I see the component designators already have this, so check that the net names do, too.
The "net linking" I don't think should work, but maybe that's how you're supposed to do it? I've needed to do that before, but didn't try; multiple net names on a single wire is so thoroughly against the design philosophy of Altium.... but I wouldn't put it past them to have it be done that way.
Tim