Heres my take on it - had to use boundary surface and thicken, because normal features loft, boundary for solids didnt work well.
I guess its due to the complexity of the curve - which it have fixed, as i was not a whole chain (RMB select chain, and fix with tangent-spline)
I am affraid i do not have SW2016, unfortunately.
But i can show you what i did.
I used the inner curve from sketch 2 - here i used the RMB - select chain to see if the curve was one chain, then fixed the gaps by deleting a small segment (small line) and insert a spline from point to point - then adding tangent in both ends
Added plane ad then end of curve by selecting line and point - these two planes i used to sketch lines (one with 200 height and another 1400.
Boundary surface, the thicken outward