In the sidebar (under folder) I can see all the folders I added to my project and all subfolders and source files. Everything works as expected in the sidebar. I don’t think the issue is related to the sidebar/project.
My issue occurred first time after I added
"binary_file_patterns": ["*.tds"], to Preferences.sublime-settings. As I said the most shocking fact was that Sublime prompted me to save all untitled files on close, which never happened since I am using Sublime Text (more than 5 years). And then the project simply vanished, I was not able to restore it since it was not saved to a project/workspace file.
Usually I am closing Sublime and untitled files are automatically saved in Sublime’s session file.
I also enabled console logging, Ctrl+P combination does not generate any event in the console log.