I'm surprised this has remained broken for so long, and further surprised that the issue was closed (at least twice)! Navigating to the previous regex match remains broken in the latest Geany (1.32) and, unfortunately, this appears to be "[by design]" (the same bug was reported in 2011)!
**In any case, Geany is the only text editor I've used which does not support navigating to the previous regex match.**
[by design]: https://sourceforge.net/p/geany/bugs/698/