Ok, so your Geany works with default values, that means that Geany and the VTE library are working. But it doesn't work if you type /bin/bash as the shell preference? Did you stop and re-run Geany after you typed /bin/bash?
When you ran R at the command line, did you type /usr/bin/R or just R? If the latter try the full /usr/bin/R to ensure the path is right.
Cheers Lex