Hi
As I mentioned above, you can't add projects (.vpj files) together to create a big one unless you save them individually and reload them as though they were clips. But as you correctly say, this "fixes" your editing so to speak.
"If I add all the videos in one project, I'm afraid it will be too large to work with."
Not so! With the later version of VP this is not the case.
You can load the videos for the first section of your film, edit them to your liking and then save the result as a **sequence by clicking the + character in the Sequence 1 + prompt at the left of the screen.
This clears the timeline and saves your first section in the media list under the Sequence tab.
Now you can add the videos to the media list for the second section, edit them and save the new timeline as sequence 2 by clicking the + character in Sequence 2 + prompt.
This again clears the timeline and so on.
At any time during the work you can save your progress as a project file (.vpj file) which will recreate your sequences etc, up to the point where you stopped work.
In effect you will be working on a "separate" film (aka. sequence) each time, and these individualy wouldn't be any larger than the single projects you mention.
When you have completed the last sequence and clicked the + you can open the media list under the sequence tab and add them back to the now empty timeline in the order you want and then render your whole film. Having then saved your project, you can return to it if needs be and re-edit any of the sequences individually later if the rendered result is not what you want.
Nat