O.K. now this is getting even more confusing. I do have two files on disk for my project pindelible, once called "pindelible.sublime-project" and the other called "pindelible.sublime-workspace" and when I go to Project > Recent Projects it shows "pindelible.sublime-project" however when I open that I get a new empty window, somehow I don't seem to be working in that project.
Now, somehow I lost the window I was working in but I can open that empty window by picking "pindelible.sublime-project" from Recent Projects. I re-added the folder I was working in, but there was no way to save the project! I had to choose "save project as" then pick the "pindelible.sublime-project" file I had opened and tell it to overwrite the existing file. How do I save a project?