When adding new subtasks to a project step, the field does not expand to see the entire list of subtasks. If you add a new task. you have to hit Command-B and go back to the project level and the click on the project step again, to see the list of subtasks that includes the one you just put in.

Go to Project List
Select Project.
Add a project Step.
Double click on that project step.
Add a list of 4+_ subtasks to that project step.
You will see that the new subtasks are not visible on the screen.
Hit Command-B and go back to the project level.
Then double click on the project step you just edited.
You will see the full list of sub-tasks.