I wouldn't fight it, either a roman shade, wooden blind, pretty roller shade. You could affix the rod too the wall on the duct side but the problem is I dont think it would cover the frame as it came across. you can use things like plumbing fitters, closet rod fitters, there are a lot of diy but IMO not sure it would work out, without a gap at the top of the window you could just leave them stacked.

OMG, that really is awkward! What about folding plantation shutters?

Thanks - I like that second look in the picture above, where it covers the window nicely, looks like it was meant to look, and doesn't leave any gaps. I don't think trying to cover it with anything attached to the outside of the window frame like a curtain rod or shutters will look ok - there's probably going to be a gap somewhere somehow. I'll have to go with something inside the window frame, like the second picture above. Thanks.