Because kdenlive crashes sometimes, I would like to have a few small projects, than 1 large one and render 2 or more projects in 1 file. Is this possible?

yeah, just drag the mymovie.kdenlive xml project file into your project tree or just add it like any other clip.

Just a note on that, if you did this and then updated one of your smaller projects, these updates would not show in the "master" project, the project would have to be re-dragged in