At the moment, it is impossible to open 2+ projects in the same window and still have separate (independent) settings for each of them. To have independent settings, you need to open projects in separate frames / windows.
You can “add” files from the 2nd / 3rd / etc project to the main project by adding this folder to a separate node section in the Project View panel (but the current project settings will be applied to all such additional nodes). This can be done using Settings (Preferences on Mac) | Project | Directories --> Add Content Root Settings (Preferences on Mac) | Project | Directories --> Add Content Root