If the energy of light is high, does its curvature differ from that of low-energy light around the Sun? In other words, if the wavelength of the light is shorter than another wavelength of light, then does the bending of the two lights differ around the Sun?
The amount of "gravitational light bending" is independent of the photon energy (light wavelength).
The reason is that the light follows a path through spacetime that is appropriate for a massless particle and this is unique for a given set of initial conditions.
That this is so is amply demonstrated by the consistent angular displacement of "stars" near the limb of the sun whether observed at optical or radio wavelengths.
As pointed out in comments - there are small effects that must be taken into account, associated with the well-understood phenomenon of refraction in the corona of the Sun. However, these do not affect observations of lensing taken well away from the solar limb - which is easily possible at radio wavelengths and now becoming possible for the same sources using Gaia data.
Further evidence comes from the wavelength-independent nature of gravitational lensing and microlensing seen outside the solar system.