Here is a small macro which opens all project files.
It works only for non FTP project files. (To be more precise, I have not tested it with FTP projects.)
It works only for UltraEdit v10.20 or later and all versions of UEStudio. Without the first line it should work also for UltraEdit v9.10 and later, but then you have to run the Find In Files on Project Files with an empty search string and with option Results to Edit Window checked manually.
If you use an UltraEdit version prior v12.00 or an UEStudio version prior v5.50 delete the command UnicodeToASCII from the macro code because those versions already create the Find In Files results window as ASCII file and not as Unicode file.
The conversion from Unicode to ASCII means also that the full file names of the project files cannot contain Unicode characters. I have not tested if this macro would also work without conversion from Unicode to ASCII.
The macro property Continue if a Find with Replace not found must be checked for this macro.
FindInFiles ProjFiles "" "" ""
Find MatchCase Up "Search complete, found "