I am attempting to thin loft a rectangle to circle transition for manufacturing from sheet metal.

The Loft PM will not recognise my Centerline.

Without a centerline or guide curves the loft works but it's shape is not useful.

I created guide curves as separate 3D sketches and added then one by one to the Loft PM.

The loft is approximately a useful shape with 4 guide curves, seen clearly in the section view, but the loft fails when I add the next guide curve.

I have tried several sequences of adding guide curves, but the loft always fails on the 5th curve.

Where have I gone wrong?