Aah! I see what you mean about ellipses. Maybe that why I get to a certain point trying to wrap a 'ribbon with thickness' around cylinders and then be unable to get the ends to line up.
I found this link which you may have seen (and even posted?) previously. It shows steps to follow in carving a Mobius strip: http://www.whiterivercrafts.com/mobius_ro_page.html

I'm too much of a beginner to follow your blend technique but I'm heartened that I'm slowly acquiring enough experience to increasingly understand more of the forum posts.

Mike.