Is gravitational wave affected by gravitational field Does gravitational wave show gravitational lensing?
Does it bend around mass?
 A: At the moment only theoretical calculations can be attempted, as here

Strong gravitational lensing of gravitational waves in Einstein Telescope
Gravitational wave experiments have entered a new stage which gets us closer to the opening a new observational window on the Universe. In particular, the Einstein Telescope (ET) is designed to have a fantastic sensitivity that will provide with tens or hundreds of thousand NS-NS inspiral events per year up to the redshift z = 2. Some of such events should be gravitationally lensed by intervening galaxies. We explore the prospects of observing gravitationally lensed inspiral NS-NS events in the Einstein telescope. Being conservative we consider the lens population of elliptical galaxies. It turns out that depending on the local insipral rate ET should detect from one per decade detection in the pessimistic case to a tens of detections per year for the most optimistic case. The detection of gravitationally lensed source in gravitational wave detectors would be an invaluable source of information concerning cosmography, complementary to standard ones (like supernovae or BAO) independent of the local cosmic distance ladder calibrations.

So the answer is yes, it is expected from the calculations of the general relativity theory.
