When Merlin and Nimue first meet it is in the remains of a ruined castle, is this a real castle somewhere or was it a set/CGI?
Atlas of Wonders has a write up on the filmin locations in Cursed: Filming Locations Guide: Where was Cursed filmed? The Castle Location. For the most part is seems extremely accurate, here is what it has to say on the location where Nimue and Merlin meet:
The ruined castle where Nimue meets Merlin in episode 6 pictured above doesn't exist in the real world. Most of the scenes set here were shot in the romantic remains of Waverley Abbey in Farnham, Surrey. Abandoned since the 16th-century, this is a great location for productions set in a medieval world like Cursed.
The interior arches seen above certainly do match Waverley Abbey as seen from English Heritage's page on the place:
However, barring the taller part of the building, the exterior certainly isn't a match and appears to be CGI: