Setting up your business in Greece is a different issue than Golden Visa program. The conditions and the terms to take the resident permit with access to labor market are based to different provisions and you have to address a lawyer for this approach. Just keep in mind that under the roles of BOD members, executive staff or shareholders in existing companies (or new ones operating as branches of foreign ones), you could exercise your business activities under specific rules.
How can I work in Greece as a self-employed person?
I am interested in relocating my freelance writing business to Greece, although I cannot afford to buy a home there to receive a Golden Visa through the real estate route. However, how can I set my business up with a Golden Visa as a company CEO?
Forget the Golden Visa route if you cannot afford it. You could apply for a resident permit as a self-employed person and then set up your private business as a freelance writing business in Greece.