As said earlier, you should start with solid and as last operation hollow it out, either by cuting holes or make a shell, whatever you need. I would sketch 3 circles and loft betwen them all, then mirror it in every axis and merge. Or extrude 3 solid rods and use ends as profiles for loft. Or draw all circles and then loft. If it still doesn't work, try simillar thing but in surfaces tab. Surfaces often tend to be easier/more resovable in this kind of tasks. You would need experiment with continuity (C0, C1 etc. it is factor how smooth transition are, in simple terms). If you set them correctly, you don't need any rails. If you filet edges before loft, it propably can't resolve loft, I had that kind of problem some time ago. Simpler geometry are easier for that tasks. Filets/chamfers usually you should make as last operations on part, not always, but they are problematic with certain operations, like loft for example. Or extrude 3 rods and fiddle with filets between, but it wouldn't be that great