With a few edits to the file, the Loft worked ok,
While not significant things, were the sketches derived from imported data?
In sketch 1, I found projected geometry, where there was no source, and no error,
I found two mirror constraints, and nothing mirrored..
Sketch 3, at the sharp end had some strange (to me) geometry too.
That said, to make the Loft work,
Edit sketch 1, draw a point at the widest part of the curve, and drew a construction line from the point.
With Sketch > Break, I broke the curve into two pieces.
Edit Sketch 2, added a vertical line from the mid Spline point, to the base.
Created a 3 point Plane for Sketch 3, from the two points in Sketch 2, and the new point in Sketch 1.
Fixed Sketch 3 on the new plane, deleted the old one.
Loft as a solid, will need more edits, but Loft as a surface has enough to succeed as it is.
Patch > Loft, Sketch 2 to point in sketch 1, used the 3 rails.
Sorry if the Sketch 3 reposition is not correct, you should be able to place it where you do need it if required.
File attached, Might help,
