I would say no, there are no "projective determinacy disasters" (other than the already-present ZFC disasters, of course). The point is that our ideas about how every set should behave don't really refine to ideas about how every projective set should behave - the class of projective sets is sufficiently technical that we approach it with a fairly open mind - and so we don't get the same "kick" as we do from full determinacy.
In a bit more detail:
Every determinacy disaster has a corresponding projective analogue - e.g. determinacy implies that the Vitali relation $$x\sim y\iff x-y\in\mathbb{Q}$$ has no transversal, and projective determinacy implies that it has no projective transversal. However, this analogy robs the disasters of a lot of their strength: our intuition that the Vitali relation should have a transversal doesn't in my opinion extend to an intuition that it should have a simple transversal, so this implication of projective determinacy isn't really counterintuitive.
Indeed, in my opinion this robs the disaster of all of its nonintuitiveness, and this pattern continues for all the other determinacy disasters (again, in my opinion).
The only disaster I can think of here is consistency implications: if you believe that ZFC + a measurable cardinal (for example) is likely to be inconsistent, then (once you see the relevant theorem) you also believe that ZFC + projective determinacy is inconsistent. And personally I don't think there is a truly compelling consistency argument at this level; I do think these theories are consistent, but I can easily imagine being wrong. This, of course, is not an issue with choice - Godel showed that ZFC is consistent if ZF is.