Hi Tom, I've attached a tuned up object that should fillet better for you.

I started by combining the separate objects into one by selecting them and running Construct > Boolean > Union.

Then I examined the control points of the upper and lower outside pieces by using Edit > Separate on them to break them into individual surfaces and then ran Edit > Show pt. I could then see that the upper surface originally extended all the way down to the bottom which is good. I then deleted the outside lower separate pieces, did an "untrim" of the upper surface by selecting all of its edges (select 1 edge then Ctrl+A), then hit delete. That restored the original full upper surface and I then used Edit > Trim to cut it with edges (and the top circle which I replicated by ctrl+c/ctrl+v before the untrim) to make it one single piece rather than segmented. Having it segmented introduces additional non-filleted edges into the filleting mix that will need to be cut by the filleter and that tends to make its job more complicated.

- Michael