Cannot execute tool "grep" - means problem with launching grep itself.
Well that is actually what failed, the Glib call to execute the grep command, no command can be launched in a non-existent working directory, so that system call fails.
Check the path setting in preferences - means problem with path to grep executable in Geany settings.
Yes probably could be clearer that this is just guidance or advice that "This may be due to the path of the grep executable being wrong in Geany settings". I guess at one time in the past this was a common cause of problems so the guidance was added.
More correct in this case would message "C:\Sources\inside-pre-test\Модули интерфейса" not exists
Geany gets an error code `G_SPAWN_ERROR_CHDIR` back from [Glib](https://developer.gnome.org/glib/stable/glib-Spawning-Processes.html#GSpawnE...), so "Failed to change to the working directory" is a reasonable message. The glib error code it doesn't tell why it failed to change the directory.