Projects is a newly added feature in QuickBooks Online (QBO). As mentioned by JaneD, the ability to run reports by projects is unavailable.
That would be a great addition to the current features that we have, so I’ll take note of it.
In the meantime, you’ll have to run each project report separately in QBO. You can follow the steps provided JaneD. You can run a report by each project by following those steps.
I'd also recommend you visiting our Blog to learn what new updates and features we have.
Also, here's an article on how to use Projects: Set up and create projects in QuickBooks Online.
Let us know if there's anything that we can help. The Community is always here to assist. Have a great rest of the day!