Another solution (in fact that is that I made for my first image of the thread;)

but curious tearings appear during the Boolean union!
here second volume is move down a little before the Boolean for have a more sinuous intersection!

Select the 2 volumes Curves Isect
Boolean the 2 volumes
Trim by the curve (from Isect)
Result that I want (except the artifacts (?) )



Artefact are not yet existing when I make some rendering
here with the very easy and free CadRays who accepts Step and IGES from Moi ;)
https://www.opencascade.com/content/cadrays