I’m the dirty rhino modeler. 
I redid the objects and merged them first before applying any fillets. It would be a fine thing if the Mac version had a t-splines plugin but I’m not sure that will ever materialize.
The mesh aproximation - is the interior surface/thickness that critical, or is this just to illustrate the point?
Thanks again for you effort and help. I’ve come across some good vids on cage editing as well.