Suppose you have $\psi_{A}$ and $\psi_{B}$ at zero energy, with
each supported on a different sublattice. Then $P_{A}\psi_{A}=\psi_{A}$
and $P_{B}\psi_{B}=\psi_{B}$ and $P_{B}\psi_{A}=P_{A}\psi_{B}=0$.
These are orthogonal, and also at zero energy so $H\psi_{A}=H\psi_{B}=0$.
Now take a new pair,
$$
\psi_{1}=\frac{1}{\sqrt{2}}\psi_{A}+\frac{1}{\sqrt{2}}\psi_{B}
$$
$$
\psi_{2}=\frac{1}{\sqrt{2}}\psi_{A}-\frac{1}{\sqrt{2}}\psi_{B}
$$
This is again an orthogonal pair of unit vectors, and $H\psi_{1}=H\psi_{2}=0$,
but now
\begin{align*}
\left\langle \psi_{1},P_{A}\psi_{1}\right\rangle & =\frac{1}{2}\left\langle \psi_{A},P_{A}\psi_{A}\right\rangle +\frac{1}{2}\left\langle \psi_{B},P_{A}\psi_{A}\right\rangle +\frac{1}{2}\left\langle \psi_{A},P_{A}\psi_{B}\right\rangle +\frac{1}{2}\left\langle \psi_{B},P_{A}\psi_{B}\right\rangle \\
& =\frac{1}{2}\left\langle \psi_{A},\psi_{A}\right\rangle +\frac{1}{2}\left\langle \psi_{B},\psi_{A}\right\rangle +\frac{1}{2}\left\langle \psi_{A},0\right\rangle +\frac{1}{2}\left\langle \psi_{B},0\right\rangle \\
& =\frac{1}{2}
\end{align*}
and
\begin{align*}
\left\langle \psi_{1},P_{B}\psi_{1}\right\rangle & =\frac{1}{2}\left\langle \psi_{A},P_{B}\psi_{A}\right\rangle +\frac{1}{2}\left\langle \psi_{B},P_{B}\psi_{A}\right\rangle +\frac{1}{2}\left\langle \psi_{A},P_{B}\psi_{B}\right\rangle +\frac{1}{2}\left\langle \psi_{B},P_{B}\psi_{B}\right\rangle \\
& =\frac{1}{2}\left\langle \psi_{A},0\right\rangle +\frac{1}{2}\left\langle \psi_{B},0\right\rangle +\frac{1}{2}\left\langle \psi_{A},\psi_{B}\right\rangle +\frac{1}{2}\left\langle \psi_{B},\psi_{B}\right\rangle \\
& =\frac{1}{2}
\end{align*}
and thus
$$
\left\langle \psi_{1},P_{A}\psi_{1}\right\rangle =\left\langle \psi_{1},P_{B}\psi_{1}\right\rangle .
$$
Just a few more minus signs needed for the same for $\psi_{2}$ .
Sorry for the math notation. It is how I think.