I'm about to submit a wish to enhance the curtain wall tool drastically to be able to make curved and sloped traingle schaped curtain wall as the images. At this moment, you can't rotate curtain wall grids on a (double) curved surface and you can' t make triangle or multi edge curtain wall panels.
In the meantime, i would like to know how to make such a curtain wall form scratch in-place or in a family. The last image is a theater completely done in Revit, so it is possible. I just can' t figure out how to make it, as you can't set your work plane on a curved surface.