Yes, correct,
your first post pictures, are exactly what I found when the loft command says "rails don't touch all profiles", knowing I had just drawn them to do so in the same three methods you describe, in the last post. Zoom right down to the intersection, and it would always be the same as your first pic.
Depends on what plane the Spline is drawn, if it's on the same plane, is a different method, than an intersecting sketch plane, but the cutting-joining tool has to be projected into the spline sketch.
My method, (in your case) is to finish the various section sketches, create the Spline sketch, and while it is empty, start populating the snap points of the Spline, with the projection of the end points, or crossing lines of your sketch plane. I normally do my rails first, then the profile sketches, but either way is the same result.
Project command works on parallel planes, Project Intersect, for others, 3D sketches its "Include Geometry"
Then I turn all those vertical line sketches off, I'm left with the snap points I want, draw the lines / curves in this current sketch, Loft works straight up, but was the only way to get it to happen.