Is this convex bend in my furnace filter slot OK?
There should be an air filter holding frame there.   It looks like someone tried to make one or they literally got the cheapest filter frame I have ever seen.   These things should be a much thicker gauge and should firmly house the filter.
The other issue is that this should be fully enclosed with a solid cover.  There are a multitude of problems here, easily resolvable.   You need a filter holder (pan and a door).   Any AC company can install this in an hour and probably have parts on hand.
You can install this yourself if you don't mind shopping around and finding the right sizes and doing so minor duct cutting and sealing.

So based on your picture the issue isn't the effectiveness of the filter - yea that's a very very minor issue - the main issue is the inefficiency of your unit based on lost flow and disrupted flow caused by all of the &quot;cracks&quot;.   All of the things in yellow should be caulked/sealed/taped and the filter holder should be rigid so these things can be done right.
Addendum based on comments:   An example of a filter holding frame is here.   I don't know this brand, just did a search.  Should be very rigid, should have a &quot;door&quot;, should have a section that the filter slides into.   This is not rocket science and there are many different brands/types available.
When doing this you have two options:

You get a good, rigid, thick gauge holder.
Custom holder is securely fastened on both sides and sealed.  (This is usually thinner gauge)

You have neither.   Not really a huge deal but needs to be fixed.