Include based on slicer

Hello All,

I have two tables dimenstion and fact :

Which are related with Project column(one to many). And I have  Project  slicer (from Dimension table).

I wrote measure: Risk value=max(Fact table(Risk value).

What I need, when there is no selection in Project slicer it will display all Project like:

If there is  Project slicer selected, there result will be rows of that project but keep also row for Include(A/B) Project for that District:

For example: if I selected Project P1 from slicer the result will be: 

 if Project P1 and P2 are selected then result will be:

same way If project P3 or P4 will be selected from District B then its needs to include Project include Project B

If P1 and P3 are selected then: 

means whenever any project are selected from slicer then its need to bring also Project Include ( A or B) for that District.

How can I achieve using meausres ?

Sample data: