the only way I'd think of to do it safely is:
Use Save as to make a new copy of the project you want to save into.
check the first two boxes at the bottom for it's own directory and copy media...
I'll call this one
Project Bigger for this discussion.
Have that open on a tab in reaper.
On another tab, open the second project, the one you want to add to the Project Bigger...
Make sure the edit cursor is at zero in both tabs...
In the second project select all tracks hit Control+C [copy]
go to the Project Bigger tab and hit Control+V [paste]
When done... remember to Save
IF this works OK for you then you could just do it without the extra Save as, which is just for a 'first time' safety