There are multiple flaws in your drawing.
First off the sections should be closed polylines. They now consist of both lines and polylines. The lines are not co-planar.
2nd The Sections should 'stand upright' so that if you only select the sections a preview is shown.
3rd the path is a polyline, you should try to recreate it with a single spline.
After this has all has been changed the solid loft can be created:
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Kind regards,
Edwin Rense
Cadac Group AEC BV
Supporting Consultant AEC
Cadac Group .