Sounds like fish TB(curved spine disease) I would remove the infected fish asap since it is known to be contagious. Unfortunatly, there is no real cure. You can read up on it here:
I would recommend isolating the danio to make sure it isn't fish TB (which it may be but you never know) and watch for worsening curvature of the spine and worsening health. But fish also have scoliosis, just like humans but more obvious on fish, causing a bent spine, which would have been caused by either genetics or a vitamin/mineral deficiency, which may be the cause as well. I know I have seen a few danios at my LFS that have curved spines that are healthy and fine
Has it always been like that? It may be genetic. Zebra Danios are widely and heavily bred fish. I know one of my local stores got some really bad stock a few years ago, and the fry had all kinds of awful deformities like kinked spines and fins.