You file contains a BLOCK, a GROUP and SPLINE: it looks like you already started to do what you want in the GROUP (middle items). Where did you get stuck exactly?
You need to do some cleaning up. For example, in the left one:
the red and green parts are both closed and backtrack across themselves. The cyan one is not closed, but it does backtrack along itself, turning around and going back at the point where it meets the yellow parts. The yellow and white cannot join to the others because none of the potential connecting points are open ends that they could join to -- they're all turn-around-and-go-back points in the middle of Splines/Polylines.
My guess is that it doesn't like a "bounded area" with self-overlapping and/or self-intersecting objects. Some SPLINEDITing, some PEDITing, maybe some EXPLODEing and/or OVERKILL, some reJOINing....
I didn't check the similar conditions on the other shapes, but I suspect the same issue.
What you need to do is using 2 of them, use the command SUBTRACT and select the outer one
then the inner one then you'll get the frame in 3d.
Copy and paste that bad one to a brand new drawing, flatten, then overkill.
Use Region , it should work.
Could it have something to do with the multiplicity of overlaid objects? Try OVERKILL.
And there's a gap at the red circle [at least -- there may be others].
