Did you make your own network dataset? If so, it looks like your side roads might not actually be connected to your highway. The side roads have to actually touch the highway, and, additionally, there must be either an endpoint or a vertex on both the highway and the side roads at the point where they touch. Your network dataset's connectivity policy must be set to End Point or Any Vertex, depending on whether you decide to use end points or vertices at the points of intersection.If you find there are NOT any endpoints or vertices in the correct locations, you can use the Split Line at Points tool or the Integrate toool to fix it.
