You can use a small value of Bulge parameter for the pointed ends.

Hi Gunter,
attached shows the method I used .
The curve ends have been altered so the ends point down.
The curves are then split into two.
Extrude then blend edges to desired bulge.
Loft edges to fill and join surfaces to for solids.
Boolean solids and fillet as required.
Cheers
Barry

Hi again Barry,

Thank you so much for your explanation and the attached file too!

Am I correct that to point the ends downwards, you did "Show pts", selected the ones and the tip and then dragged them down in the z axis?

Many thanks!
Gunter

“””””” Also, I'd like the pointed ends to bend downward slightly (in the z axis). Could you explain how I can do this please?””””

Use Flow

Before you bollean and fillet the parts together, do a curve-curve flow.

Hi Gunter,
Yes I just moved curve points.
Cheers
Barry