@elextr It's not "too late". Set it in GUI, if changed offer to reload the application, or show a message saying Geany must be closed and reopened for changes to take effect.
Effectively this is the pre-run script/program as is used in the Macos build does, but with a GUI, and as I have said before "somebody" could contribute it for Windows.
With a Geany running another Geany there are potential problems of them sharing the user config and session files and there is currently no way of transferring modified buffers to the new Geany except saving to the underlying file. None of this is insurmountable, its a MMOP, but "somebody" has to do it.