To the contrary, using the project manager makes things a lot easier and quicker - regardless of the situation. The various components being located in different folders is not an issue - in fact I use folders to organize components as well. When you create a project you need to add every component to the list - if you leave any out than issues can arise.
In regards to it thinking that arrays are programs/functions, you would need to post some of the code. The only time it should do that is if the array isn't predefined before the reference that is erroring-out - this could be caused by a snipet being ran that contains the array before the snipet that initializes it.
If you don't have this already, I would suggest creating a master PRG, which will be the first code that is executed. In that code you will initialize all the variables you are using globally for your project. Then when you create the project, this master PRG will be the FIRST item you add - making it the first item to run. You will see that a little black dot will be to the right of it - which indicates its the first code to be executed.
The beauty of the project manager is that you only have to click "compile" once no matter how much code, and how many files, are modified. I assume from your current setup, if you modify 5 screen files that you have to go and generate and compile each one individually. Also the project manager is the only way to make APPs and standalone EXEs.
So it may that a few minutes to get acquainted with the project manager - but it will make your life so much easier.... its a shame you have been coding in FPW26 for 25 years without using it.