After I add a new net to a port of a peripheral, the new net is not available in the pull-down menus for other peripherals.
This is due to a problem with refreshing within XPS. If you manually type in the net, the ports will be properly connected.
This problem has been fixed in the latest EDK 8.1i Service Pack, available at:
The first service pack containing the fix is EDK 8.1i Service Pack 1.