Any numbers of profil for 1 or 2 rails ! :)
I was like you the first time !
I believed that just one profil was permited for a sweep ! :)

Breaking form on the "corners points" is normal!
If you take a curve without "corners points" this will desapears :)

If you don't want the "hole" and have a "breaking form" as profil you must place your "horizontal profils" on the "vertical profil" and use the Loft function :)
Remark that you can choice "normal (curvy), loose, or here straight loft style!

The vertical profil is not needing for the loft, only for the position of the other profils :)