Ok, I've managed to make what I think is an ok job of the loft in question - please see the attached .ipt file.
I created 4 3D Sketches and on each, drew a 3D spline which corresponded to a particular corner of the 2D sketches which would form the loft. These splines were then used as rails for the loft.
I drew each spline starting from the edges which would form the ends of the loft, but doing this meant that the ends of the splines didn't flow smoothly in the directions I needed. To resolve this, I placed a tangential constraint between the spline and an appropriate edge at one end, and a similar constraint at the other between the spline and a 3D line I drew in the required direction.
I have a couple of concerns about how I 'solved' this problem:
1) Is it accurate?
2) Is there a better and more accepted way to do it?
3) I've never used 3D splines before, and those on this part are not fully constrained as I couldn't work out how to do so (a fixed constraint didn't seem to work). How do I resolve this?
If anyone could offer any opinions, I'd be grateful.