I find it hard to imagine what the airfoil would like where the sweep turns the corner and goes around the small half-circle.
I suspect that SolidWorks doesn't like the self-intersection, either at the corners or in the small half-circle itself.
Create a Composite Curve and select your sketch entities. It should give you a single continuous line that will allow your sweep to work.
Like Jerry said, I'd like to see a screenshot of what it looks like when you get the sweep to work.
If you want the small circle to connect to the large one without any curve or spline to join them you could create a plane using one of the points on the large circle where the small one should connect and make it perpendicular to the centerline you have running form the middle. Then you could sketch the small circle and have the ends coincide with the ends of the large circle sections. However I still don't know if the sweep would be successful because sharp turns can cause problems.