From what I have seen/know, you can turn tasks into projects, but not projects into tasks. You can have tasks cross-listed between two projects (an option under the “…” on a task, or where you see “Project” when you open the details on a task, you should find an “X” to delete from a project, or a “+” to add it to another project). When you add to a new project in this fashion, you can even direct the tasks to a specific section of the target project. This is also a great way to move tasks between projects.
As a potential solution to your issue, on your “Courses” project, you could name the sections as the other projects you wanted to merge, and cross list the tasks from the original project under those sections or just use that as a way to move the tasks over.
Hope this helps you!