I sounds like you want a duplicate of a sequence in a different .prproj file. My workaround would be to open a new sequence in the existing file (with the same or different settings), copy the sequence I want into the new one. Delete the original sequence, and save the file with a new name.
I’m sure there’s a more elegant way that someone with more experience could tell us about.
Robert Withers
Independent/personal/avant-garde cinema, New York City