Hi
Here how I proceeded, the key point is that elements that are shared by two orthogonal planes must be perfectly at the same position. Almost the same is not good enough. The loft tool has no tolerance at all on this aspect.
1- create a spline curve in fit mode. This is important because we want the curve to pass exactly at the control points. Ensure the tangent on the top is horizontal if you want a smooth surface. Lock the curve. This is important because we don’t want it to move later on.
2- create the vertical and horizontal lines to close the shape and lock them.
3 and 4 : mirror the spline regarding the vertical line.
5 : leave the sketching view and click on the top point (intersection of the 2 splines and the vertical line) : the original spline + mirrored one + vertical line must highlight, which proves they are connected.
6 : select the splines and the vertical axis, and make a 90° rotation around axis with copy
7-8-9 : this is the key point : the two perpendicular lines are not always connected : click on the top point of the rotated splines (7), move this point up (8) and then back to the original position (9).
Now, the 4 splines highlight and there top point is the same.
10- lock this top point so it won’t move anymore.
And now go the the newly created sketch and edit the shape of the splines.
More generally, I do the 7-8-9 check at every point that is common to several sketches planes, because you don’t know for sure to which the point belongs to.
