I see what you're trying to achieve here, but I'd like to add a note of caution: When your Project record loads, this related list will attempt to populate with the related records. That means it will be querying the biggest and most complex table on the whole instance - the Task table. That process, particularly in a mature instance with lots of records, will be slow. Because users are typically set up to load related lists at the same time as the form, this could lead to a delay on loading that, whilst it may not seem significant to begin with, could become a pain to heavy users like project managers.
A better approach may be to think about using Project Tasks to capture details of related activities. So when you want to cross-reference a Change, create a project task, and put the details of the change in the project task, then use the provided link to associate a change. If you want to link incidents, problems, continuous improvement initiatives or similar, you could add a reference field to the Task table on the project task form.
As well as being almost fully 'out of the box', this gives you the added bonus of being able to set dates by which these need to be managed and having your project dates take these into account, and also means users reading the record do not need permission to access the target record to be able to see the details, potentially saving you licenses.
