Hi There.
I downloaded you file, thankyou for sharing.
After preliminary inspection, it seems that you have a lot of unwanted geometry overlapping/intersecting geometry in Sections 1, 2 and 4. I have been able to generate a successful loft between 1, 2 and 3 but there also seems to be an issue with Section 4 when connecting to Section 3.
When I originally tested the loft feature the warning a[[eared stating that there was an issue with input geometry. This prompted me to check the sketch geometry. you will notice point appearing in positions around the closed loop. These pointed are associated with unwanted geometry that overlap the required geometry creating each loop. An example of this can be seen in the attached image Intersecting Geometry.
I have also attached the file I worked on showing the loft between Sections 1, 2 and 3. This was successful after deleting unwanted intersection geometry from the Section Sketches.
Advice: Have a closer look at each sketch and ensure that the profiles are joined correctly with no unwanted geometry intersecting the profile or overlapping the profiles. Attempting to Fully Constrain your sketch geometry will also help you generate more robust sketch profiles making it easier to spot issues that sometimes occur when sketching in the future. Hope this helps 🙂