[Spinnetti]

I've modeled lots of mechanical parts, but nothing with surfaces/curves so far. Trying to model an aircraft exhaust stack that starts with an oval, turns 90 degrees, and ends with an oval 90 degrees to the first. I tried lofting with a guide curve, but I don't want a twist, just want it to flatten out like the pic. I'm not sure how to draw the guide curves. What's best practice for this sort of part? With a tip or 2, I can then make lots of stuff I'd like to.