To be honest, I would keep the blind.
If you fix a curtain inside of the reveal (up against the window) then you will have so much curtain bunched-up, when it is open that it will block out the light.
Instead, you could fix it to the main wall and have the curtain opening to the left side only. You'd obviously need to find good fixings for the brackets. It's no good securing into the plasterboard only as the curtain weight will pull it down.
On the r/h side, I would affix a wooden block or 12mm ply with a hole drilled, the size of the pole. The end of the pole can simply slide into this. And yes, remove the finial from the right end but leave on, at the left side.