Hi M.i.c.h.a.ł,
First, my pleasure to assist you.
As per your description, please don’t worry, we can work together to narrow down and resolve the situation.
Refer to this Microsoft article Create a custom field in Project for web and create new fields via select the “Add column” button to see the “New field” option, to help you keep track of important information specific to your projects. However, but these fields are local to your projects and these fields cannot be include in PowerBI reports or in PowerApps built on Project for the web.
However, regarding to your concern, “enable us to use CUSTOM FIELDS from Project for the web so we can use them in Power BI reports” to improve the Microsoft project for web view and this type of change has come up, you brought a brilliant point. As we listen to all feedback and consider them for additional feature/future versions of our products, and we requested you send/provide feedback via Microsoft project feedback portal. Your feedback helps us know which features are most important to you.
We can expect this feature to be used in the future in Microsoft project for web.
Regarding to, “Can you add CUSTOM FIELDS on project level “if you want to use the same set of custom fields in your all projects, if you don’t mind (my request please don’t mind) as a workaround you can create a template project, and then copy it. All your fields and values will be copied over. Or please see information in this article: How can I add custom fields at the Project level?
I appreciate your understanding and stay safe!!
Best regards
Waqas Muhammad