Yes the connector is meant to have a bend in it...
It looks like the right hand cable has snapped, they do this near the handbrake caliper as the cable goes 90 degrees around a pulley, have a look under the car to check, or try pulling on the right hand cable where you can see it in your photo.
I just replaced both handbrake cables, if you decide to do this, I would suggest greasing the rubber grommets with some rubber safe grease before installing, as it took me quite a long time to feed the cable through and seat the grommets correctly.