Saved reports from within a project are not part of the reports navigation, but rather inside the Reports interface accessed from within the project. If you want the reports accessed from the global interface (Reports drop-down), then you'll want to build the report in the global reporting interface as opposed to starting the report from within the project
If you want a particular report to always be available for each individual project from within the project, then start from within one project to build and save the report. That same report will show up within every project and perform the relative filtering options for just that project.
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