Grasshopper, you ask much.
1. Set up the display.
1a Display the Project column
1b Display the Flag1 column
1c Click on the AutoFilter button so it is depressed.
2. Display just the tasks you want.
2a Click on Tools | Options | View-tab, clear the checkbox named "Show Summary Tasks" , click on OK.
2b Click on the filter and select "Completed Tasks"
2c Click on Project | Sort | Sort By... to display a popup. In the first item select "Finish" and click on the Descending radiobutton.
3. In the Flag1 column select "yes" for the tasks you specifically want to display and "no" for those you don't want to display.
4. Click on the downward pointing arrow at the top of the Flag1 column and choose "Yes".
5. Now, resort the report to get the tasks within the Project. Click on Project | Sort | Sort by... and in the first item choose Project and ascending and in the second item choose Finish and either ascending or descending.
6. Click on File | Print Preview... and you'll see your report.
Hmm. Not so difficult after all.
Yes, yes, I know: it's a bit cumbersome and there are more elegant ways to do this but this can be done quickly, easily and gives you exactly what you asked for along with some flexibility in choosing exactly which tasks you select for each inserted project.