This is rather easy to do.
Just add a Simple Deform Modifier.
Set it to Bend and select the right axis.
Enter the desired angle (it's 45° by default)
In this case bending along the Z axis doesn't work as expected.
To make it work, rotate the object's origin by -90°, or use an empty rotated by -90°.
Thanks to @lemon, @plem and @robin-betts for ...
You need to apply scale to the object before beveling to get a nice result. Go to object mode, select the object you want to bevel, then go to Object > Apply > Scale.
In edit mode, select the edge not face or vertex that you want to bevel, then press B.
It was caused by one flipped face.
The Bevel tool was confused, not knowing which way to go.
Recalculate Normals, so they're all pointing outwards.
Then the Bevel tool will work correctly.
Mesh > Normals > Recalculate Outside
Let me unpack this one by one :)
1. Fill caps
You need to check Fill Caps in Geometry > Bevel > Fill Caps
2. Overlapping geometry
This is a result of beveling multiple curves into one point.
You'll have to manually clean it up, or use the Boolean modifier, etc.
3. Too many faces
To adjust the amount of faces change the values in Shape > Preview/render ...