When I initially looked at this design I only took a quick look at the loft and mentioned that lofting it that way can create problems. I took a deeper look at this design over the weekend and here are some findings and recommendations.
In summary my advice would be to consider this an experiment and prototype. Once done with getting the basic shape / 3D model I would start this completely from scratch!
Here is why:
1. Origins are an essential element in any CAD and 3D modeling attempt regardless whether CAD, Sub-D or Sculpt application. In this design the main origin is locate =arbitrarily and is not really referenced in any sketch.
2. Many of these sketches are not fully defined meaning not all of the sketch elements are turned black. Assuming that this design had a timeline it is very easy to destroy by accident. That is particularly true for Fusion 360 as unconstrained sketch elements can be drag-moved in the viewport even when not actively editing a sketch. That can be used to great effect when trying fo find and fine tune a shape for a design, but that ability goes along with some danger and should not be taken lightly.
3. Fillets in sketches are to be avoided if there is a solid feature, which the resulting 3D fillet can be modeled with. Not only does that speed up the sketch process and makes sketch more stable, it results in a more stable design. In my attached version I removed the fillets and swept/lofted sharp edged profiles.
3. The workflow used in this design is rather non linear and experimental and that is also likely the reason there is so much unnecessary construction geometry in it and so many unneeded sketches. I've attached my version of the design. When done properly with that workflow requires only 4 sketches the large and the small inner profile and the 2 paths for the 2 sweeps.
Then these two swept surface bodies are connected with one loft either tangent (G1) or curvature continuous (G2). I used tangency in the attached design. You need to loft between edges, not sketches to get the G1/G2 options.
This results in three bodies, which are then stitched together.
Then the entire structure can be thickened without any problems in one shot!
Finally the edges are filleted with a variable radius fillet.
That is the workflow I had in mind when initially looking just at the loft, but your fragmented workflow makes that very tedious at this point.
The reason why I suggested first lofting without fillets (not sure I ever said it, but that's what I was thinking) is that it creates much cleaner primary surfaces. Here is your loft shown with the curvature map.:

Here's my version created with the workflow described above:
