Tangency problem boundary surface

1- Clean up the sketches. I did this by trimming half of the sketch away. No sense making a half, when a quarter works. Also make sure the ends of each spline are tangent to a construction line at the ends where it will be mirrored.

2- Extrude on of the splines as a surface.

3- repeat on the other spline

4- Apply a boundary patch between the two surfaces. Is this feature in SW2015? I'm sure you'll find out.
Technically you don't HAVE to do steps 2-3, but I find it easier to make the boundary tangent to a surface than messing with planes for the directional vector option.

5- settings four boundary surface. make sure things are tangent!

6- hide or delete the surfaces from steps 2-3

7- Mirror as needed with the knit surfaces check box enabled

8. Check the shape with zebra stripes

SolidWorks model is 2017. Step attached as a reference as well.

I have tried loft also and same problem.

So I mirrored the entities in your Sketch 1 and Sketch 4

Then I used the Surface Fill feature with Sketch 1 as my Patch Boundary and in contact (I also left Optimize surface checked) and then Sketch3 and Sketch4 as my constraint curves.

It thickened nicely