GME, with custom skins and export scripts, gives all what I need - ability to manage layers order, categories, colors, different visibility of different types depending on zoom (u_limit l_limit) and more. Not sure that another program gives me all what I use now.

Now I have suitable for me way to handle set of projects:
1. Export by group selecting, from context menu, it doesn't work from toolbar. We get set of files, name[2,3,...]
2. Use this utility:
http://reefmaster.com.au/index.php/forum/mapping/1545-small-utility-to-merge-shapes
Only 3 files need to be imported in GME. Hope RM2 will provide us ability to merge group shape export in the future, so 2. may be skipped.