each line starts with [package org.geany.Geany CurrentFileName]$.

This is printed by your shell, where it gets it is unknown.

When I execute a command in the Geany terminal, a command like ls works well. However, when I execute the name of software like python, R, and Julia, an error message showed up saying:

sh: python: command not found
When I use my system terminal instead of the Geany terminal, I do not have this issue.

Are you starting Geany from the terminal. If not whatever starts Geany may not be starting it in a shell and so not getting the PATH. Try starting Geany from a terminal and and see if it works.

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