Thank you for the Project Window screenshot.
That reveals two things.
Is there any particular reason why you changed the Project Location?
Would you prefer all your Projects to be located in the default C:\Users\Documents\Family Historian Projects folder?
OR do you really want them kept where they are on the Desktop?
Do you want ALL those four genuine Projects and the three freestanding GEDCOM to become just one composite Project?
Please answer ALL FOUR of the above questions.