I believe I have solved it. Naturally there should be an option with the loft to complete the loop. But in leu of that… here is how I solved it.
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Loft your rotated almond shapes as you did before leaving the gap between the last section.
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Rotate to the top plan view, and make a rectangle on the ground plane where one edge is aligned with the middle of the Möbius strip.
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Rotate 3D and extrude that rectangle up. This should automatically “subtract” the mobius surface above it.
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Then from the top view again, select the newly sliced object, select the move and rotate tool. Move the control locus point to the center of the edge where you just made the slice and rotate 180 degrees. You can now combine the half’s.
I can upload the shaper project if people want it.



