It seems, that the both similar questions do not contain the information I seek.

I don’t get how the mode change works in CL-PPCRE. I tried it with both, embedded modifiers as with the keyword arguments. Can you explain the behaviour to me?

;; From: https://perldoc.perl.org/perlretut
;;    "Here are the four possible combinations:
;;     $x = "There once was a girlnWho programmed in Perln";
;;     $x =~ /^Who/;   # doesn't match, "Who" not at start of string
;;     $x =~ /^Who/s;  # doesn't match, "Who" not at start of string
;;     $x =~ /^Who/m;  # matches, "Who" at start of second line
;;     $x =~ /^Who/sm; # matches, "Who" at start of second line
;;     $x =~ /girl.Who/;   # doesn't match, "." doesn't match "n"
;;     $x =~ /girl.Who/s;  # matches, "." matches "n"
;;     $x =~ /girl.Who/m;  # doesn't match, "." doesn't match "n"
;;     $x =~ /girl.Who/sm; # matches, "." matches "n"

(defparameter *x*
  "There once was a ladynWho programmed in Lispn")

(ppcre:scan "^Who" *x*)         ; => NIL
(ppcre:scan "^(?s)Who" *x*)     ; => NIL
(ppcre:scan "^(?m)Who" *x*)     ; => NIL -> unfortunately
(ppcre:scan "^(?sm)Who" *x*)    ; => NIL -> unfortunately
(ppcre:scan "lady.Who" *x*)     ; => 17, 25, #(), #() -> unfortunately
(ppcre:scan "(?s)lady.Who" *x*) ; => 17, 25, #(), #() -> unfortunately
(ppcre:scan "(?m)lady.Who" *x*) ; => 17, 25, #(), #() -> unfortunately
(ppcre:scan "^(?sm)Who" *x*)    ; => NIL -> unfortunately

;; Maybe I embedded the modifiers at the wrong place?
(let ((s (ppcre:create-scanner "^Who")))
  (ppcre:scan s *x*)) ; => NIL
(let ((s (ppcre:create-scanner "^Who" :single-line-mode t)))
  (ppcre:scan s *x*)) ; => NIL
(let ((s (ppcre:create-scanner "^Who" :single-line-mode t)))
  (ppcre:scan s *x*)) ; => NIL -> nnnnope
(let ((s (ppcre:create-scanner "lady.Who" :single-line-mode t
                                          :multi-line-mode t)))
  (ppcre:scan s *x*)) ; => 17, 25, #(), #() -> At least consistent
(let ((s (ppcre:create-scanner "lady.Who" :single-line-mode t)))
  (ppcre:scan s *x*)) ; => 17, 25, #(), #() -> as well
(let ((s (ppcre:create-scanner "lady.Who" :multi-line-mode t)))
  (ppcre:scan s *x*)) ; => 17, 25, #(), #() -> as well
(let ((s (ppcre:create-scanner "^Who" :single-line-mode t
                                      :multi-line-mode t)))
  (ppcre:scan s *x*)) ; => NIL -> as well

The entry in my problem of understanding was this:

;; So (three let forms just for three explicit outputs):
(let ((s (ppcre:create-scanner "^.$" :multi-line-mode nil)))
  (ppcre:scan s "\n"))                              ; => NIL -> like above
(let ((s (ppcre:create-scanner "^.$" :multi-line-mode nil)))
  (ppcre:scan s "a"))                     ; => 0, 1, #(), #() -> like above
(let ((s (ppcre:create-scanner "^.$" :multi-line-mode nil)))
  (ppcre:scan s "a\n"))                             ; => NIL -> like above

;; This seems to be the default setting. Now, let's try the opposite:

(let ((s (ppcre:create-scanner "^.$" :multi-line-mode t)))
  (ppcre:scan s "\n"))                              ; => NIL -> like above
(let ((s (ppcre:create-scanner "^.$" :multi-line-mode t)))
  (ppcre:scan s "a"))                     ; => 0, 1, #(), #() -> like above
(let ((s (ppcre:create-scanner "^.$" :multi-line-mode t)))
  (ppcre:scan s "a\n"))                             ; => NIL -> like above

;; Oops.

;; The documentation:
;;   "* Consider using 'single-line mode' if it makes sense for your task.
;;      By default (following Perl's practice), a dot means to search for
;;      any character except line breaks. In single-line mode a dot searches
;;      for any character which in some cases means that large parts of
;;      the target can actually be skipped. This can be vastly more
;;      efficient for large targets."

;; So, by default :MULTI-LINE-MODE is T. But why there is no effect?

(let ((s (ppcre:create-scanner "^.$" :multi-line-mode nil :single-line-mode t)))
  (ppcre:scan s "\n"))                              ; => NIL -> like above
(let ((s (ppcre:create-scanner "^.$" :multi-line-mode nil :single-line-mode t)))
  (ppcre:scan s "a"))                     ; => 0, 1, #(), #() -> like above
(let ((s (ppcre:create-scanner "^.$" :multi-line-mode nil :single-line-mode t)))
  (ppcre:scan s "a\n"))                             ; => NIL -> like above

I thank you very much for your hints.