this is my result of michaels workflow.
I rotated the loft. Now it is placed rotated. But it does not fit.
I do not know if this depends on the point where I do click the base plane in the flow-workflow.
I cannnot take the middle point of the oval base plane. Clicking on it, I select the oval loft.

Pilou - yours I try now too. But I not really look through this concept and how to do...ok...let´s see...