When I set weather plugin in the panel, it crashes and gives me an error window.
I started the panel from console to log it. If you can tell me how to actually use the plugin debug options and log it, I will, I did build it with full debug info.
Also, there is an undefined function (xfce_err) in the file weather-config.c, as a fast workaround to make it build (cause in my last build I didn't put special debug info) I deleted the only line which calls that function (one about a proxy error, since I don't use proxies...).

This is the info I take from the panel starting from console.

The program 'xfce4-weather-plugin' received an X Window System error.
This probably reflects a bug in the program.
The error was 'BadMatch (invalid parameter attributes)'.
  (Details: serial 191 error_code 8 request_code 70 minor_code 0)
  (Note to programmers: normally, X errors are reported asynchronously;
   that is, you will receive the error a while after causing it.
   To debug your program, run it with the --sync command line
   option to change this behavior. You can then get a meaningful
   backtrace from your debugger if you break on the gdk_x_error() function.)