Haar projection numbers and failure of unconditional convergence in Sobolev spaces

For $1<p<\mathrm{\infty }$ we determine the precise range of $L_p$ Sobolev spaces for which the Haar system is an unconditional basis. We also consider the natural extensions to Triebel-Lizorkin spaces and prove upper and lower bounds for norms of projection operators depending on properties of the Haar frequency set.