Light is emitted and absorbed in tiny "packets" called PHOTONS which has negligible mass. As we know that any material with mass is effected by gravity, light too has some effect of gravity on it. But as its mass is negligible, the effect too is negligible.

Yes it does it is called gravitational lensing

In a star when its out of fusable hydrogen it starts collapsing under its own gravity and light bends from the internal gravity.

When it reaches a critical radius and has a huge mass all the light is bent inward and thus cant escape this is called a black hole. Light cant escape so nothing else can and hence we can say anything with a huge mass and strong gravitational field can bend light.