I think I get what you are saying. You are going to steam-bend/kerf the front curve but don't want to stress the steam-bend/kerf when you cut the window (unclear if before or after steam-bend/kerf) so that the panel snaps. You still can steam or kerf the curve. Making the curve will mess up any window cutout measurement anyway, so the curve has to be done 1st, right ? Those strips on the window margin are not what you were worried about ?
Could steam curve, put the canvas/ply on one side before you cut out the window. Will need to remove canvas with razor (before routing cutout) then it will pull away easily enough. Then apply canvas/ply on other side. Same issue with cutting out door on side leaving a tiny piece of foam holding the panel together; so everybody tapes the cutout door in place to reinforce it all. Just for info, the guy who did the compression glued cardboard on the inside after compression bending and the panel held shape fine without any other support. He said he did the bending on large panels too, btw. See kerf sticky:
http://tnttt.com/viewtopic.php?f=55&t=44081&start=60
I put wood around my window unit because it mounted using a nailer strip rather than a compression ring. Anyway, something like a heavy window unit could shake loose as you travel so you want to spread the load out - therefore wood or flashing. But a simple sheet of plexi would be fine without a support frame.