One of the best enhancements of ArcGIS was the Save A Copy of the map document. This is not the same as "Save As", Save A Copy creates a back up copy with the correct paths pointing to the data. "Save As" creates a copy, but then the copy becomes the working document. Pro does not have this functionality which means making working back up copies of the Pro Projects is difficult. There is no need to make a copy of the Project GDB, just point the paths in the Project copy to that folder.
Screenshot of 10.6 File menu: