Hi Kwin.
From your file, I made a solid body, there is a video of this process at the link, if you are interested, you can watch it.

https://disk.yandex.ru/i/EF7lFPNW9xewag

Very clear vidéo

Thanks

Thank very everyone for helping.
I learn a lot faster from your replies.



@Micheal
Actually my question should be how to read Object properties. (Above image)
When I can't create solid
Openjoint surface = 8 edges, 5 joined edges + 3 nake edges / 4 faces
Soild = 6 joined edges (no nake edges) / 4 faces

I think problem cause by surfaces are not closed because of some nake edges.
I redo this model again and can fix it.
If I clearly understand Object properties, next time I can check by myself.




Hi Pilou (Above image)
Thanks for suggesting rail revolve. It can be alternative way for create from like this.
Like Micheal answer, left and right profile are not the same but using this method I may tweak each profile later to make it different.




Hi WN (Above image)
Thanks a lot for very clear video.
I can get some small trick from you when I clearly see the whole process.

Cheers

In general there are some possibilities for a same result! :)

You can also consider SubDiv by Max Smirnov :)
http://moi3d.com/forum/index.php?webtag=MOI&msg=9689.1

Not exactly what do you want but...
Volume must be only external surfaces trimed without nothing inside!

Pilou,
Haha, Cool, it is not exactly but I can be another approach :D