Normally the way that I would approach building something like that would be to actually draw just 2 2D profiles, and then the curve that you show there will be created by the intersection between the 2 extrusions rather than starting by modeling that curve directly.

So for example with these 2 profiles, one from the Front view and one from the Top view:



Select one of them, then run Construct / Boolean / Isect, then select the other one and push Done (or right-click in a viewport). That will do an automatic extrude + intersect each volume to produce this:



- Michael