I'm working in the file foo.py, and press Ctrl+N to create a new file, then using Ctrl+S to save the new file, and Geany require selecting a folder to save the new file. How to tell Geany automatically choose the folder of the working file before creating new file (i.e folder contains file foo.py) to save the new file.
You could use the treebrowser plugin and it's function "New file". Support inside Save-as-dialog would be a feature request on github.