DPL4 seems to be able to create projects, but it does not show them in the FotoLibrary.
I tried to create a project several times, using the same name was impossible, therefore the projects must have been created in the database.
Restoring the database from a backup worked around the issue.
Attn @Musashi :
I propose that DxO add some functionality for DB consistency and automatic backup. And please rename the backup to DxO Backup YYYY-MM-DD (or similar) for better sorting order.