This is possible but not simple (unless someone knows better)
Easier to explain with a simpler U turn arrow but the principle is the same
for a curved arrow just the shaded colour to work round.

Insert a U turn arrow, CUT and PASTE SPECIAL as a windows metafile
Now ungroup twice
You should have three shapes fill, outline and a probably blank rectangle
Discard all but the coloured fill
Right click > edit points
Drag two end points to new position
Set line back to black (or whatever)

Hope that makes some sense!