Space is a vacume. There is nothing there. You can’t bend nothing.
If space is nothing, then what medium is transmitting a gravity wave?
Not nothing. The invisible scaffolding - space-time - is there.
You cant bend nothing.
An object with mass modifies the space-time interval in the region around it. This is why a beam of light that travels through that region appears - by an outside observer - to bend.
It is also why the planets orbit the sun - the planet's momentum carries it in what should be a straight line (in space-time, called a "geodesic"), but the mass of the sun affects the space-time interval so much that this "straight line" appears to become an elliptical path.
Time gets affected by this, too. It is strange, but I'm sure it all makes perfect sense to God.