The slicer connection was not an issue, the field used in the slicer was. It needs to come from the project table, not from the CATS, OMS tables.
You took it from OMS I believe. Then since there is no link between OMS and CATS the slicer can't work on both.
As a side note: seeing this "mistake" makes me wonder if you understand the basics of data modelling and DAX enough. I advice to invest in some books or trainings if possible. Certainly if you need this skill at work. Will help you avoid frustration and more important avoiding wrong reporting.
I'm also on this learning path, and even with the back-up of the books I've read, the video tutorials I followed, there are patterns that just overwhelm me and make feel stupid. It's on those moments you need to fall to the basic concepts and think (hard) to the point you suddenly get it and move on or should I say up.