If you want to use the suface boundary blend function you'll have to create seperate features between each pair of sections.
Sean, you might be happy to learn that you can create the boundary blend surface between two sketches, no patches, no connecting curves. I just did one that was pretty high curvature, blending between two extruded solid twisted in relation to each other (based on the same sketches). To solidify the BB surface, I "filled" sketches with surface, did a couple merges then put some rounds on the corners. Be interesting to compare this to the other methods. In fact, when I was taking a SW course, I thought I did just that, sought to find the technique, in Pro/e, that best the Loft feature. And, I thought I came to the conclusion that it was the VSS. But, if there are no trajectories in the loft, then all sweep features are out as they all require at least one trajectory, including the VSS.
David Janes