Thanks so much for your advice but I couldn't get it to work.
After the planar the other curves aren't selectable. I again tried duplicating the single "working" curve and applying your suggestions but nothing appears to happen!

I don't understand why one of the lofted curves will work while the other two do not.

Any ideas??

Thanks.

P.S. I am trying to remove the Chilli pepper shapes to make a 3D logo.