When I have multiple event sheets I like putting the global variables in their own event sheet because I know exactly where to find them and I don't have to scroll up through a bunch of events to see them. If you want to move the global variables to their own event sheet you can do it relatively easily. I do it all of the time without problems. But it is important to make a backup first and, when you cut the variables from one event sheet, immediately paste them into the other one.
Step by step:
1. BACKUP YOUR PROJECT!!!!!
2. Create a new event sheet. Call it something useful like Global.
3. Go to the event sheet where your globals currently reside.
4. Select and CUT the global variables. (Don't copy them or they'll be renamed when you paste.) You'll see an error message that warns you that all of your events/actions that use these globals will be deleted, but not to worry. They won't be deleted immediately, so answer 'Yes'. (You did make a backup, didn't you?)
5. Immediately go to the Global event sheet and paste the global variables using the paste button on the left side of the toolbar.
6. Save this new version under a new name just in case...
You can do this to move the global variables to another existing event sheet, too, but I wouldn't do it just because I didn't want to switch back and forth while editing an event sheet.