I understand your desire for accurate curves but consider this- once the organic body is complete, whether shelled or not, it cannot be easily edited. It would be easier to tweak the sketch(s) and create a new. After all, Shapr3D is a direct modeler and not a surface modeler. Looking at your picture and your sketch with guides for lofting, I wonder where you want the accuracy. The picture of the shelled peanut with legs appear to be both left-right and front-rear symmetrical. Even if it was possible to do a guided loft as you initially sketched, I wonder if it would give you the desired result.
Within Shapr3D’s limitations, your new shape could be constructed more accurately in pieces as in my example. Perhaps you can do a Loft with the main peanuts shape initially instead of a revolve.
In this video I show an interesting use of Loft after I project a curve on the curved body. This may work by projecting a more accurate curve sketch on the peanut body. Let us know how things progress.