You wanted to see it compiled, so there you go:
The shape of curved structure itself is made by removing and connecting certain segments of a simple circular arch. The curved slopes are made of triangles to avoid any invalid structures. To texture it nice and seamlessly I used a very simple trick: flatten the whole structure, apply texture to world and expand again.
Some experimenting with stained glass:
It's done by making the glass opaque to block light and using zhlt_customshadow to change the color of the shadow.