You have the right attitude. It is truly, like you said, an art on some level. Many new users come here and get frustrated very quickly that there isn't a button to do exactly what they need done. If it were that easy, a lot of us would be out of a job. It's kind of good that Max is difficult to master as it keeps us working.
So it takes time and you have to be willing to put the time in if you really want to get good with Max. It's difficult for a while than then all of a sudden it starts to click and you notice you are doing some really cool things without even realizing it. That's when it starts to get fun.
I've done 1000s of tutorials in nearly 3 decades to teach myself Max. Anyone can learn it. What's good is that Max is mature and has been around long enough that there are litereally 100s of 1000s of posts and tutorials. You can teach yourself Max if you have the passion to do so. It's been 29 years since I rotated my first cube in what was the grandfather of Max, 3d Studio. And still today, I can make a part and just rotate around it and mezmorize myself and think about how how cool it is to be able to do that.
You'll find your way, you sound like you posess that passion.
I will add one more hint here. Sometimes it's easier to model something that has a flat side as a whole object and then split it in half, like cutting carrot perfectly in half the long way. Then put a 'Bend' modifier on it to curve it.
Edit: I forgot to post this. I played with the shape a bit to see how I'd approach it. I posted a photo. You'll get a few hints from this but it won't be too helpful I'm afraid. I should have recorded it and sent the video but didn't think about it till it was too late.
Basically I make a long cylinder and put a perfectly matching Geosphere on one end. Using 'Boolean' that gave me a round end. Then I made a separate box the same diameter around the other end and snapped the vertices on the other end to it so they formed a square. I used the 'Conform' tool (you'll have to look it up as I'm probably mentioning a tool that you've never used). Anyway, after that, I 'Relaxed' the verts between the round end and the square end and then split the whole thing in half. Then finished with a 'Bend' modifier. I left out a lot of little steps inbetween but that's the gist of the thought process.
You could probably loft a circle to a square and then cap things. But I'm not as good with lofting. Max's lofting tools are OK but not as good as I'd like so I don't use them much.
Rob Holmes

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3ds Max (2023-2026), V-Ray 7, Ryzen 9 9950X3D Processor, DDR5 128MB, Gigabyte Aorus X870E Master motherboard, Sabrent Rocket NVMe Gen5 M.2 drives, NVidia RTX 4090, Space Pilot Pro, Windows 11 Pro x64, Tri-Monitor, Cintiq 13HD, Windows 11 x64
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