Add to a group when I am not able to select from drop down as not listed yet it exsists

Project for the web and I imported an MPP file and I have a Teams team / Microsoft 365 Group / SharePoint Online site.  So when I go to Group Members and Add to a Group, I'd like to connect to say my HR M365 group which would be email address removed for privacy reasons (for instance), and it is "all set" except, the drop down for Add to a Group, under Group members, select group, doesn't show the HR as it doesn't seem to know what it is, and has MANY sites I do NOT use very often AT ALL!  We have 1000's of Teams / M365 / SPO areas, and to have a FEW listed and then just be "stuck..."  I just don't know what to do.

Do I go and create a WHOLE NEW M365 Group JUST to have this ONE Project on the web entity?  It seems that I am missing something.