I thought I'd mess around with this question a bit. Attached is where I quit for now. The real problem is the "fillet" between the cap and the sides isn't just one size arc. The same radius yes, but not the same length arc and it's easy to sweep a path along a path set at an angle but you can't tell part of the sweep to stay "vertical"
Try using model lines to sketch the path for your "shape cutting" voids instead of what you were doing. Also if you set a referernce plane (and name it) at and angle, make sure you change your work plane to use that ref plane, then sketch your path.
My example is pretty wacky and not what you really want but it was fun to experiment. I'm sure some combination would give you a pretty close approximation. Most likely It would be easier to do outside Revit (Inventor or Autocad) and import the solids into a roof family to get the exact design.