Using the docs, I have followed instruction for setting up the custom CI config path and it does not work. What I have entered in to the field is the .gitlab-ci.yml@mygroup/another-project part.
Both repos are owned by me, the CI file is valid. Error is “Missing .gitlab-ci.yml… file.” Is there any thing I missed? Hopefully someone can help.
Hi @ConfusedMoonbear, welcome to our forum! 
I am also new here and sometimes feel I relate to your username ^.
Can you share any screenshots of the error you are getting? When you say “it does not work” what aren’t you seeing that expect to see? Sometimes getting some more context can help others with troubleshooting. Feel free to add any more details you feel we need and I’ll start looking into your problem. 
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That’s a UI option to change the file that GitLab uses for pipeline configuration.
From the default file .gitlab-ci.yml 
<YOUR FORM INPUT>.
I think what you want to do is create a .gitlab-ci.yml file with something like this:
include:
- project: 'mygroup/another-project'
file: '.gitlab-ci.yml'
See: https://docs.gitlab.com/ce/ci/yaml/#includefile
Virgil