You need a running instance of Geany already, for the open to send files through the socket.
You're right, I didn't notice that it only works when Geany is already running.
I weren't completely sure if this issue has low priority because I don't know if there are valid use cases for such filenames or if this problem is a symptom of a higher priority problem.
Btw: It's possible to add quotes in the filename to change some messages: 