Loft expert needed

I need some help. I am trying to create what I would assume to be a loft. I don't particularly care if it is a surface or a extrude, I just need it to go around a curve, but I cannot get it to work. I need to somehow tell it to change directions from the bottom sketch, but when I do that in the loft command it doesn't work. I am trying to do this in the context of an assembly to join the two parts with a third part (bundle of fiber optic strands) Any assistance would be greatly appreciated. I have attached the file as well.

SolidworksParts And Features