Steps to reproduce...
Ok, can reproduce. I also noticed for opening the 2nd file after re-opening Geany (using right-click Open With Geany menu item in Windows Explorer), that Geany doesn't launch. If I try again, it opens in a new window with the original file (same as first window) and that 2nd file, just as you described.
Unless, of course, you meant the crashing issue?
Nope, just the instance/socket issue.
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As for the crashing in GDK, I'm not sure but if you have or want to install msys2, you could compile Geany from Git against newer GTK/GDK/etc libraries; it's possible the docking/crash has been fixed already.
Feel free to separate the Issues into two separate ones since as you said it's two seemingly unrelated things, or don't if you don't want to.