On Nantucket we generally use 99% of the time western white cedar shingles for the sidewall. They are Grade A (no knots) and re-butted and re-squared. Thank you. S7.

How long do they last if they are untreated?

They should last 15-25 years depending on exposure/orientation of sun and weather. Thank you.

how did you wrap the shingles around the corner without trim? won't water seep in?

This style of shingling is often called "cottage corners" and the shingles are "laced" or "woven", much like a shingle roof cap. The laps alternate with each successive row, so just like the field shingles, every course has three layers of shingles and more importantly, the seam that is "exposed" to weather has a solid shingle with no seam below it.