If there is no wood at all behind this spot anywhere, a plain wall anchor may rip out over time - curtain rails hold curtains which can be heavy, and can flap around in the wind creating vibration which slowly erodes plaster.
Here are some better designs of plasterboard anchor (drywall / sheet rock / gibralter board)
Rightmost is your standard cheap wall insert. It is supposed to flange out as the screw goes through the middle. Avoid where possible.
Second from right is a plastic toggle. These are pretty good because the two bits on the side fold and press against the inside of the plaster board. Ideally they should be sized for the thickness of your board.
Middle shows the large-radius coarse thread variant of the first one. These are astonishingly good. For double the radius you're getting at least four times the holding power.
Second from left is the toggle bolt. It needs a slightly bigger hole for the legs to go through, but when expanded inside the wall (as pictured, its got a spring) then there's a heap of holding area. Can hold medium sized mirrors.
Leftmost is a "mollybolt" and is an older design, harder to find. This one has four legs which fold out inside the wall when the screw is tightened. Note they do not adust for thickness - you need to size them for the thickness of the wallboard you're using. The pictured one is probably for half to 3/4 inch depth. A 1/4 inch or 6mm thick wallboard would have less shank on it.
Not pictured are the super-cheap tube ones that come with many cheap goods like smoke detectors. Not worth it at all.
Note, once installed, none of these plugs are going to come out without leaving a large hole.
Your other option is to plate the area under the curtain rail with some solid wood as reinforcement. 10mm thick would be a minimum IMO. Screw that to the studs where they cross, and then you can hang the curtain rail hooks whereever you need them.