Is it okay for one curtain hanging bracket to be screwed into drywall with no anchors?
Sounds like trouble to me. Superglue won't do you any good, as it's only as strong as what it's gluing to (and I suspect here it would be far less strong).

Some alternatives:


Cut away a square of drywall and replace it with the same thickness plywood, glued to whatever is behind (e.g. that metal). Then apply a thin coat of plaster, paint, and then screw into it
Find out just what that metal is, and consider screwing into it
If the curtains will generally hide that bracket, consider gluing a thin piece of plywood to the surface of the drywall and screwing into that