I have modelled a loft starting from a point through 11 subsequent sections. I have also modelled four guide rails on two perpendicular planes. These rails are all 2D splines.
I have added the option of replacing the two rails on the one plane with 3D sketch splines.
I also have the option of the cross-sections being pure ellipses, or approximations of ellipses constructed from tangential arcs to create a fatter cross section.
There is weird behaviour as follows:
If I use the pure elliptical cross-sections I can use all four planar guide rails, or, when the shape requires, two planar guide rails plus the two 3D rails.
However, if I use the cross-sections formed from tangential arcs, I can only use any two guide rails, ie any two of the planar rails, or one planar rail and one 3D rail. If I add another rail the loft preview disappears and when I exit the dialogue box an error box appears warning that the loft feature edit has failed and the cause is "The attempted loft would self-intersect or have illegal singularities". This is a repeatable error.
See pic attached of the successful version using elliptical cross-sections and two planar plus two 3D guide rails.