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 mailto: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.