in the loft function activates the option "thin function", from any thickness but compatible with the type of profiles and choose the external direction. if the function crosses the solid will create two distinct bodies and you are asked what to hold. choose the inner one.
Alternatively, make a loft surface and use the surface to cut the body.
an observation... when you attach images of the fencing fouls that serve to clarify what you need, then with the expanded feature tree, the property manager of the functions opened during their creation so that you understand what you have selected and what you want to do. that attached is therefore useless