I feel like I must say that I really do try to find my own answer before resorting to the forum, but it seems like lofting (and boundarying...is that a verb?) have a lot of subtle problems that I wouldn't work out on my own that lead to unhelpful error messages.
The lofted boss in the image is giving me a "Failed due to geometric condition" error. There doesn't appear to be an opportunity for zero-thickness geometry and "Repair Sketch" did not find a problem in any of the three sketches (nor did I). Using a Boundary Loft would require creating guide curves, which I hope to avoid since it seems like an obvious candidate for centerline guidance. I tried creating planar surfaces to see if they would work better than the sketched end profiles, but they did not. The circle and ellipse have been divided into four segments each for use in precise dragging of green dots and to be certain they have matching segment counts.
If I can get a solution to this one, I think that I can go away, work with what I know for a while (there are 25 of these casings), and give somebody else a turn at access to the experts. It looks so simple... :\