I think I've had this problem since I began with Solidworks in 2006. I don't get why G2 continuity is such a bloody nightmare in Solidworks, even today:
It's also seemingly so random. Sometimes a style spline works. Sometimes a normal spline works. Sometimes you have to move the splines around a bit first.
But now I'm stuck. Nothing works, even fill surface produce bad results, and this is not a new file. This is an old file which had worked fine before and I'm just making small adjustments to a couple of surfaces (which also made a surface extend behave extremely irratically, forcing me to switch to a move face instead).
Mini rant: I'm so fed up with the crappy and unreliable way Solidworks handles curvature continuity. Catia (which we have as many licenses for as Solidworks) and Alias (which I alone use at the company) have their own problems, but nothing like this. Why is Solidworks lagging behind in this area?
SolidworksSurfacing