Hi and welcome to the forum. This forum is a wealth of knowledge and has never let me down yet.
I'm not very good at surfacing but I think you should use the outside boundry of the sketch for the lofted surface then use the other lines in the sketch as guide curves. I'm not sure if this is a 100% but I'm sure someone else will be able to help you out and be sure.
Attach your *.sldprt file here (click the Use advanced editor - upper right corner of Reply).
it can all be in one sketch, or in any number of sketches. ( many, simpler sketches are generally easier and faster for the program to solve).
I suspect you need to look into the selection manager to help explicitly tell SW which parts of the sketch you want for each of the selections for any of the surfacing commands.
Do you want your blade to be a thin, constant section? If so, then follow the advice you have already been given, make the blade center line surface, and then Thicken it. You might want to add Fillets at the entry, exit and outside edges. Pattern it. You should be able to do a Revolve or Thin Revolve for the center section. Combine the bodies. Add any Fillets for the inside edges.
You might be able to build the core first, then the blade, and pattern the features instead of bodies. That might allow you to add all of the fillets on just one blade.
Thank all of you, it has been fixed. Up to the next problem, getting the circular pattern along the right axle