By the way, PaQ's example of taking a profile that has the circle and square parts as a curve and then sweeping it, is also probably a better way of doing the straight version as well.

I mean in the steps that I posted previously for the straight one, instead of drawing a cylinder and 2 boxes, it would be better to draw that profile curve and extrude it instead of drawing cylinders and boxes and booleaning them together.

It's always generally better to add details into profile curves before even generating surfaces or solids, you're just more likely to get a more simple and accurate final result that way.

- Michael