Multiple Projects / Sub Project

I'm trying to link a project, but when I insert I get this message

"We can't insert or expand this project. For projects stored on the web,save the master and subprojects separately before inserting projects into the master"

I believe they are saved in seperate locations. Both files are saved on one drive / SharePoiont.

Also, if i try and insert project via a link form SP, the doesn't work either.

I am not sure where I am going wrong?

Any suggestions?
Thanks

Thanks for the reply. So does it need to be Sharepont to Sharepoint (if it were to work)? or can it be local to Sharpoint? It has worked SP to SP (did a few tests with some projects that were not masters), and also local to SP so yes, its is unstable.

I was not quite clear what the error message meant ("We can't insert or expand this project. For projects stored on the web, save the master and subprojects separately before inserting projects into the master") as they were saved in different locations. What does that mean?

Thank you.

Additional question - I managed to link the project - but when it inserts, it’s tagging onto another project that sits above it (not related). So, its looks like its one project but its not – no matter how much space I leave between the previous project and new inserted one. Any suggestions?

Also, as I have had to delete the project, I must ensure that I unlink it so the master file is not deleted? Is there more / another way to do this? (want to be sure I don’t delete anything in error