Hi dojn, so the sequence of building it in multiple pieces would go something like the following.

I think it gives you a better way to control the broad shapes, it's kind of difficult to make something like this with just a single surface for the whole thing, there are sort of different kinds of shapes coming together in it.

So focus on just one more simple part of the shape first, for example set up a sweep like the following:





I made the start and end line up nicely so that I could draw in a line and then select some outlines and build planar surfaces with Construct / Planar. If you don't have one that lines up nicely you would probably draw in a line and use the Trim command to slice off the end of the surface so that it had a nice aligned end to it.

So the line goes in like this:




After building planar surfaces for the other parts, then use Edit > Join to glue those surfaces together into a solid. That makes a few of the next steps a little easier with a few less steps. That gives you a solid that looks like this:




So you can kind of see that it has a strong resemblance to what you want to have at the end, just with straight sides instead of some curved sides.

So now you can modify this to put some curved sides in it. To do that build a new sweep surface something like this:





Get it positioned so that it pushes through the solid and then mirror it to the other side as well:



Now you can select the solid, and run Construct > Boolean > Difference and pick those 2 side sweeps as the cutting objects. That will cut the solid and leave the imprint of the surface. The solid will be cut into some different pieces, select these 2 pieces:



And then delete them to be left with this:




Now it's even closer to the final shape, it's got all the major shaping in place, you now just need to select these edges:




And run Construct > Fillet on them to round off those sharp edges to instead make a smooth connection there, resulting in this:




I hope this helps! Also the 3DM model file of the above is attached if you want to take a look.


- Michael