We have the same thing -- metal door, bought at a home center, nine-light window -- and my wife found magnetic brackets for horizontal blinds. They work great! Very strong, and no drilling necessary. Someone probably makes magnetic curtain brackets, too.
Now as to *where* she found them, I couldn't say, but you might just try googling 'magnetic curtain rod brackets' or some such.
What I have done in the past is drilled small holes where the brackets are going to be placed and caulked the backs of the brackets , installed sheet metal screws and snugged them up , not to tight so they striped out cleaned off the excess caulking and hung the curtain. once the caulk has cured it acts as a secondary hold. Use a rubber based caulk not silicone.
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