Non-planar sketches? Project a planar sketch onto a sphere and repeat. If you can select the non-planar sketchs as loft sketches, I'll be a monkey's uncle as the saying goes.
I want to create what is known as a Francis vane impeller, which has a double curvature to the vane geometry. There are to shrouds (discs, if you will), that are non-planar. The vane rises from the face of one shroud and terminates at the other. The beginning and terminating profile can be projected onto the respective shrouds, but lofting will not accept the selected "sketches". I'm sure I could go around my elbow to my, well, you know and make a carzy work around, but I'm sure there is a program that will allow you to select a 3D entity that exists on a solid surface and loft from it.