I understood, thank you very much for the answer and clarification of the situation.

That is, in the first case, the order of my actions is as follows:
- I delete two (highlighted in yellow) planes.
- with the M command I sew the edges so that they are continuous.
- I apply the Loft to them
- I combine all the planes into a solid.

So? Is this the simplest solution as I understand it?