Fat Charlie -
They call those 'bends' in downspout a word; corrugation. You can by 4 foot by 8 foot panels of corrugated steel or aluminum at builder supply stores if that is what you want. They used to sell an accordion style, with a more zigzag to the shape, years ago but that's probably not made any more. I know from previous experiments that an air gap between the corrugation and the glass is good or the glass gets hot. But the same applies for the insulation behind, too, you want an air gap on both sides. Air is a better insulator than one might give it credit.