Per CA this option is not available until R12.1 SP3.
Can you use multiple hrefresh files with CA SCM R12?
Is it possible to use multiple hrefresh files with CA SCM R12?
Since each line is prefaced with the project and state names, then actions are limited by scope.
If you want to be able to separate the files by project and make it easier to manage, you can include the separate files in a known directory and the first part of any hrefresh UDP would be to copy in the appropriate file to the hrefresh.arg file before executing the hrefresh command.
The new release the Chad mentions sounds interesting.