@Tony

On your last picture, I think you have 2 surfaces, green and white.
The white is useless.

I apply the "blendcap" script (http://moi3d.com/forum/index.php?webtag=MOI&msg=7370.6) with the internal edge of lofted surface.

Don't remember this cool "Blend Cap"!

Just need a "wall" else don't success!

@Phiro

Thanks, I had guessed that it was a script ..... initially I thought it was a Blend applied to a simple surface .... that's why I didn't understand.

Thanks again ;)

@Phiro

Can you confirm that this is the effect of the blendcap? ... or did I miss some steps?

@Tony,

I think that this effect is due to lofting.
I use the option to have a "loose" loft and my two orange curves are coplanar so the blendcap is only a plan.

Warning...
There is a small warning with the blendcap script.
This script "cut" the edge to do its surface, so after doing blendcap, your original edge is cutted.