Find attached another model with 4 control curves.
To make the new curves, I did this:
1. copy each sketch and place it on the proper origin plane.
2. RMB on each sketch and EditCoordinateSystem to get the curves to rotate into the correct position.
Then I just added those curves to the Loft.
You'll notice that the final shape is a bit sharp along the curves near the top 1/3 of the model.
Is that intended?
One thing I forgot to mention is, I made all the spline ends that touch the circle tangent to the plane the circle is on.
Also, I made all the spline ends that touch the top vertex tangent to the plane that SketchPoint is on.
That smoothed out the ends a bit.
You can also play with the Loft>Conditions tab settings to see if that helps smooth out the shape.
But since there are so many vertices, I couldn't get much of a change in tangency and smoothness than already exists.
... Chris
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