The checkbox "Show close buttons" in "Notebook tabs" in Preferences only take effect after a restart of geany. tested under Geany 1.38 Using GTK+ v3.24.33 and GLib v2.70.4 and also with origin/master version Os Manjaro Linux
No, it works immediately, all new windows will follow the preference, but it does not modify existing windows when the preference changes.
A well written PR to add that would likely be accepted.
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