The only solution I came up with is when I finish my website, I will duplicate all projects so they exist twice. The homepage will show all projects that belong to the "all" category, while my categories will show them again but each in their own category.
This way, clicking on a project from the homepage will take you through all ("all") projects, whereas clicking to select a category will take you to the next category project.
It's not ideal, but if the site is small, and not regularly updated, it could be a (sort of) solution.