Is this convex bend in my furnace filter slot OK?

That is going to cause a bit of leakage depending on how tightly the filter gets sucked against the frame when the air handler is running.

Usually there is a foam gasket there to help with sealing. But it's possible yours didn't have one or it was left off at installation.

You may want to adjust this to help force all the air to go through the filter. As it is most will but the larger the gaps the less effective the filter will be.

I've NEVER seem one of these that has no door, however. That reduces the effectiveness of your air return duct.

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 "cracks". 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 "door", 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:

1. You get a good, rigid, thick gauge holder.
2. 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.

You'll find out that these AC filter are not built to exact measurements. I've seen the thickness vary by as much as 1/4". If this bothers you, get some weather stripping from your home store and shove it in between the filter and the metal holder. It will bend the filter enough to close that gap. Any stripping would need to be rated for air handlers.

When the furnace fan starts drawing air through the filter it will conform to the housing, the bend may flatten out under pressure also but normal paper filters do flex and seal.

The end should be sealed with a “flap” of metal that snaps in or is screwed into place and that will help Chanel the air flow and pull the duct flat.

If this is in a garage the open intake would be a code violation. In a utility closet then it would depend if it is a sealed combustion chamber or not.