This is already possible but through subcategories, you can create subcategories in the sidebar (by clicking/tapping the three orange dots next to the category name) for what you call “Projects” that contain subprojects. Note that this is a premium feature.
One thing to consider would be to do the following:
Taiwan (category)
Client X (subcategory)
… Project A (project)
… Project B (project)
Client Y (subcategory)
… Project 1 (project)
… Project 2 (project)
If you feel you then miss the “top level” project, you can always do:
Taiwan (category)
Client X (subcategory)
… Client X (project)
… Project A (project)
… Project B (project)
Client Y (subcategory)
… Client Y (project)
… Project 1 (project)
… Project 2 (project)
Where you could use the same name as the subcategory for a “general” project.