SQL Server execution plan is using PK instead of index
None of your indexes are good for this query


IX_Company_Id works only for the WHERE
IX_Project_02 has not overlap with any part of the query because the leading columns do not match a JOIN or WHERE


This should be better because it matches the JOIN and the WHERE although iIt does rely on a matching (Company_Id, Unit_Id) index on Unit  

CREATE NONCLUSTERED INDEX [IX_Project_02] ON [dbo].[Project]
(
    [Company_Id] , --can swap these 2 to see what happens if no index on Unit
    [Unit_Id] ,

    [UTE_Id] ,

    ProcessID

)
INCLUDE
    CalculateSequencialProject,
    CreateDate,
    OpeningDate,
    ForecastClosingDate,
    RealClosingDate,
    ProjectStatus