I've attached here an example of using the Loft method.

To create it, I built several cross sections that were rotated and also one point at the end that is in the same plane as the end profile.

The run Construct > Loft and pick the Loft style = "Loose" option inside the Loft command options.

Then the last thing is to adjust the seam points - by default MoI tries to connect closed profiles together when lofting so as to minimize twist. But in this case you want to have twist so you will need to grab the seam point of each profile while you are inside the Loft options stage of the command, and move each seam point onto the same quadrant snap location on each rotated part in order to get the proper twisted result.

If you're having problems with the seam point adjustment part, you may find it easier to make all the sections not rotated to one another to start with so you build it as one sort of straight slab to start with and then use Transform > Deform > Twist to make the twisting.

- Michael