Hi Shawn.
I am also amazed at Capture's amazing green arrow. I managed to make one:
arrow.jpg
It's not quite as nice as your example, and you have to put up with Capture's non-dithered drop shadow. But at least you should be able to bend the arrow to your will

To set the arrow up, use the arrow tool starting at the tail point going straight to your head point: those two points won't move when you configure the bend (unless you drag and reshape the arrow directly in Capture).
Here are the settings that I used, with the key settings highlighted (yeah, in Snagit

)
arrow_config.jpg
However, as we well know, Capture gives with one hand and takes away with the other. All that white space at the top of my image? The arrow did that automatically, it seems to want a lot of extra space for itself. I don't know why. So if you use an arrow near to the edge of your screenshot, you might get this side-effect.
BTW, when you created an arrow in Snagit and then pulled it into Capture - that's a really useful feature to boost Capture's disappointing range of objects. You can create your own objects in another editor, pull them into Capture, and save them to a palette for future use.
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