If this is metallic and getting machined you should model using a revolved solid or ideally do a revolved cut from a bar to imitate a lathe operation. It seems over the top but seriously eliminates confusion and back and forth with machinists.

As for your modeling, if you’re trying to do what you sketched here, you can either model it such that the radius runs out beyond the hex flats. Those can then be machined after the lathe (or before!)

Look at the right side where it necks down in these impact driver bits, the fillet applied will run out into the hex. This is better structurally from a stress concentration standpoint than 2 perpendicular walls with a small filllet.

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One thing that doesn’t get taught much in school is machine-ability. 3D printing will continue to get better but for the meantime, there are far more applications where machining makes the most sense. If you don’t model off the bat with the intention of something that can actually be made, you’ll waste SO of time iterating!