PostgreSQL – Count Records with Same ID but Different Column Value

In reference to your comment, CTEs are scalable that way. You should do everything in a single transaction anyway. The related question @ypercube suggested should fit your case exactly:
How do I insert a row which contains a foreign key?

Your other option would be to employ lastval() and curval() to identify values most recently obtained from sequences. Not providing code, your question is too vague. These related questions on SO may be helpful:
Reference value of serial column in another column during same INSERT
PostgreSQL next value of the sequences?

Note the slightly modified schema of my test in the fiddle.
Using actual primary keys and proper column names instead of id.

Also, you seem to be operating with dates exclusively. So I suggest to convert your timestamp columns to date.

Items 1 and 2

SELECT k.keyword_id
     , k.name
     , pr.project_id
     , COALESCE(min(pr.position), 0) AS pos
     , COALESCE(pr.created_at, now()::date) AS created_at
FROM   keyword             k 
LEFT   JOIN project_report pr USING (keyword_id)
GROUP  BY k.keyword_id, pr.project_id, pr.created_at
ORDER  BY keyword_id, created_at
;

• In Postgres 9.1 or later the pk column covers the whole table in GROUP BY.
• Use COALESCE to replace possible NULL values.

A guess at item 3

WITH cte AS (
   SELECT k.keyword_id
        , k.name
        , pr.project_id
        , COALESCE(min(pr.position), 0) AS pos
        , COALESCE(pr.created_at, now()::date) AS created_at
   FROM   keyword   k 
   LEFT   JOIN project_report pr USING (keyword_id)
   GROUP  BY k.keyword_id, pr.project_id, pr.created_at
   )
, x AS (
   SELECT DISTINCT ON (keyword_id, project_id) *
   FROM   cte
   ORDER  BY keyword_id, project_id, created_at DESC
   )
SELECT x.*
     , COALESCE(y.pos, 0) AS yesterday_pos 
     , COALESCE(w.pos, 0) AS week_pos 
     , COALESCE(m.pos, 0) AS month_pos 
FROM   x
LEFT   JOIN  cte y ON y.keyword_id = x.keyword_id
                  AND y.project_id = x.project_id
                  AND y.created_at = x.created_at - interval '1 day'
LEFT   JOIN  cte w ON w.keyword_id = x.keyword_id
                  AND w.project_id = x.project_id
                  AND w.created_at = x.created_at - interval '1 week'
LEFT   JOIN  cte m ON m.keyword_id = x.keyword_id
                  AND m.project_id = x.project_id
                  AND m.created_at = x.created_at - interval '1 month'
;

Explain

1. In CTE cte produce daily aggregates per (k.keyword_id, pr.project_id).
2. In CTE x pick the latest day per (k.keyword_id, pr.project_id).
3. In the outer query LEFT JOIN the latest day x to cte multiple times to retrieve past values from the same (k.keyword_id, pr.project_id) for 1 day / week / month earlier.

SQL Fiddle.