I finally found the location on the geocaching web site where you can see your individual lab caches and the dates. As was suspected, it reports the 4 lab caches as "Completed: 3/1/2020 UTC". This is different from the other caches, which just list a date. (It doesn't indicate UTC, but I suspect it is the correctly adjusted date for your time zone due to some late-night caching I've done.)
So what is the solution? From this I assume that Project-GC only has the date and cannot covert it to reflect the time zone as the geocaching API does not provide the needed information. Or more likely it shouldn't do this anyway, because the geocaching API / data is just too limited (a design problem, IMHO). I will submit a bug report to GroundSpeak, but they may say, "This is just how it works."
However -- when you look at geocaching.com's stats... lab cache counts ARE included correctly for the month... contradicting what Project-GC reports. So there is a discrepancy.... the geocaching.com stats page counts it correctly, but another geocaching.com page reports it incorrectly.
I do hope it is somehow correctly, because basically I am being cheated of completing 4 lab caches on a leap day due to this bug.