Thanks very much again everybody.

It appears, as it normally happens for me, that things are more complicated than they seem... I've attached the reference of what I'm trying to model and just a few quick fails I've gone through. I've been pulling my hair out over this for the last few hours again ( I have no hair...). The joint I'm trying to model has a very smooth transition from a capsule / cylinder to a rounded rectangle, but I just can't get that transition where they blend right.

I was hoping a blend might do it, I was also thinking of making a solid and boolean-ing a curve to trim for a smooth profile, but this doesn't give me the correct top view... I'm completely confused at this stage, it's my 3rd day trying to get this right :)

Off to work now, then will be back at it again after that small break :)

Thank you all again for the incredible help.

Thank you BurrMan and Pilou :)