No this isn't possible, the regexes, or in their absence the built-in tests, just distinguish between a message that indicates a file and line number that Geany can jump to, and any other message.
Oh, I'm sorry. I misunderstood. So making a difference between errors and warnings is not possible. Sorry.
Now I have found this:
http://www.geany.org/manual/current/#substitutions-in-commands-and-working-d...
I'll try to write a regex for this and let you know the results.
Thank you!
Laszlo