I just saw some pics of a curve ball and I am not sure that I am holding it right. It seems to work and go slower but im not sure.
That grip looks fine.
According to the NPA, split the ball in half with thumb and middle finger and then tuck the index finger down the side of the ball as far as flexibility allows. If you can only make a “C” instead of an “O”, that’s ok.
The NPA teaches splitting the ball in half with thumb and middle fingers for all pitches except, of course, the splitter. They claim letting the thumb creep up the side of the ball toward the index finger leads to supination (at least for certain pitches - including the splitter!).