(1) The number one is, are you running any plugins?
I'm not aware of. I have installed Geany today, and did not fiddle around with Plugins. Of course, it might be that Geany, out of the box, uses some Plugins which need to be disabled. In any case, the settings have a checkmark in "use plugins". If the pane which shows the map of my functions, is displayed by a plugin, then I would conclude that at least this plugin is running alongside.
(2) I presume you retried the save and the "permission denied" continued after you had checked that nobody had a handle on the file?
Of course, and, as I said, I for sure did not do anything with this file from a different program. Plus, the error occured on 3 files out of 5. And, I could save these files earlier in the same edit session.
(3) Are you using windows native dialogs or GTK dialogs?
They are GTK dialogs. I have now changed the settings to use Windows dialogues, but honestly, I like the GTK ones better.
(4) Does the problem occur if you have neither use_atomic_file_saving nor use_gio_unsafe_file_saving nor gio_unsafe_save_backup set?
Yes, the other ones were disabled as well, but this didn't have any influence.
I wonder whether the problem might be related to a temporary directory or backup directory. Is Geany using some of them under the hood, maybe in my Windows Profile Data space? This is certainly an area which Geany should better keep its fingers off....