Not certain whether this addresses your issue, but it should help clarify...
Are you saving as a Video File? If so, that will make your project (or partial project) into a single clip. The clips it contains cannot be manipulated as they were originally.
If, instead, under the FILE menu, you Save Project File As or Save Portable Project As the discrete clips are retained. These are VPJ (data) files. The difference between these two save options is that for former writes only a VPJ file. When that's clicked VP loads clips from their original locations. The latter saves not only the VPJ file but all the source clips as well - in a single folder. Videopad loads from in that folder when its VPJ file is clicked.
Starting from a new Videopad screen, if VPJ project file #1 is loaded, it will be placed on the timeline as sequence #1. If then you want to add VPJ project file #2, click the FILE menu and IMPORT CLIPS FROM ANOTHER PROJECT. They will load as sequence #2. Each sequence can be further edited. To see a specific sequence click its SEQUENCE tab, just above the timeline.
Once all sequences are loaded and you are satisfied that the project is ready for export, simply combine all sequences into a single sequence...
Click the + sign to the right of a SEQUENCE tab that's above the timeline. This will clear the timeline and create a new, blank sequence.
Now click the SEQUENCE tab in the media area (top left) and all sequences will be listed. Select (highlight) the sequences that you want to combine, Right-click and PLACE CLIPS ON SEQUENCE. Now export your new sequence.