@frlan Just tried (on Sierra though) and it seems to be working fine here. Tried to activate the plugin, installed hg from homebrew and tested it on a file from Scintilla repository which uses hg (tried blame, diff, history which all worked fine).
However, did you notice this
http://lists.geany.org/pipermail/users/2016-December/010169.html
Have you tried the new installer? This problem sounds like it might be fixed by the new binary.