I have use per project folders checked but now they do not seem to be being created.
 
Also many of my recent files are being saved as a prject in the Cakewalks folder project but outside the project folders i previously had created.  In other words my files are in a right mess.  
 
Any tips on how to almost start again with my projects so i know i have all the audio and files and versions in one place to back up?
 
 

Double check Preferences > File > Audio Data "Use Per-Project Audio  Folders" is enabled.
 
Make sure the "Store Project Audio in its own Folder" is enabled in the New Project File dialog.
 
Open existing projects which have audio outside the project audio folder and use the "Save as" function with the "Copy all audio with project" enabled to create new project folders containing the audio in the proper folders.

I have both those checked.  It seems to be the projects themselves that are saving in the Cakewalk Projects Folder and not in Folders named after their name!  So say I have a song called "Brilliant Song" I seem to have a Folder called that and in it is the audio and a project but then I have another project of the same name outside the folder...also auto saves are sometimes outside the folder.
 
I think sometimes when I start a new project it is not creating a new folder just a project and placing it in Cakewalk Projects Folder.