1. You should add Hole features near the end of a design - just like if that were a real world physical casting.
2. Add Guide curves.
3. You might be able to avoid the crossing by being careful where you pick the ellipse.
4. I will make wager that your sketch planes are at the wrong location (center of holes rather than at tangencies of cylinder to elliptical web.
Attach your file here and end all doubt.
Looking at the image you provided here, your end connectors are not alligned. As a good practice make sure those are vertical towards each other. That should straighten out your loft, in addition use guide curves to minimize your twisting.
Hope this helps,
As mentioned by Alen, the end results in loft functionality is controlled by the connecting points you chose. With selection of connection point, the profile or end result will vary. The twist is shown in your case, because the connection point are not in straight line as shown in example below.
To correct, you can simply select the end points of ellipse as connection points while selecting the profile or align the connection points to ellipse points to control the results. See below. Hope it helps.