that's why I do not like working with sketches that much, they give you the feeling that design is easy, but the real curve tools are in 3d not in sketch.
a quick solution for you:
once you have all your sketches, make some "Extract" with proper continuity from each section, then use those extract in your Multi sections surface.
Another way would be to define output profile in the sketch.
the choice between 2d sketch outputs or 3d curves like extract depends on you need to control vertices. If you need to remove them, then you will have to go 3d with an extract then a smooth curve (but then you could be slightly off your sketch).
I've been working with curve sections for a nacelle loft optimization (for cross wind / drag and other stuff) and I had a mix of sketches, 3d curves, smooth curves, connect curves, conical curves, joins... all kind of functions and optimization.. then finally one nice multi section surface as I had to stay within GSD for possible VBA compatibility (FSS API are not available).
you don't have much option in the surface creation, so all the real work need to be done at the curve level.
Eric N.
indocti discant et ament meminisse periti