Dont think you can use splines for sheetmetal features.
Mabye try to draw an arc that matches ur spline
You are correct Eg. Splines cannot be used in base flanges.. You can use a couple of arcs (or a series of them) to approximate the spline. Or use a macro (or DraftSite) to convert the splines to arcs. Or you can use your sketch on two planes and do a lofted bend.
Edit:... Just to make sure that I don't confuse anyone, you can use splines in a base flange if the sketch is closed and you extrude to thickness. Not when you are extruding bends with an open profile.
I'd be interested in knowing how that part is going to be made? I really should spend some time with our sheetmetal manufactures to see exactly what they are capable of producing...