No, you can't bend fascia. And, while we can bend Heavy-Duty Curtain Rods, for continuous operation around a bend or corner, we need a ten inch or so radius. Since we can't make a radial bend with fascia, we make independently functioning rods and attach mitered fascia to each one. So, for a three window bay, you'll have three independently functioning rods with mitered fascia.
Each brand has its own method of attaching the fascia to the track. For example, Kirsch curtain rods have a built in fascia guide. Some brands screw or bolt the fascia directly to the metal track. Regardless of the method used, the fascia is always permanently adhered to the drapery rod and can not be removed.
Just like each brand has its own method of attaching the fascia to the track, attaching the finial to the fascia varies by brand and style. All Decorative Traverse Rods have finial or end cap options, so there's always a method for securely attaching the finial. It's important to remember that you must use a finial or end cap purchased along with your rod, you can't use your own finial or a finial from a different brand. There's a slim chance it may work, but it probably won't fit correctly.