Boundary Blend - New to Creo

I don't have Creo 4 loaded so this I file cannot see.

Boundary blend requires some finesse.  While you pick you boundaries, it appears to assume a start for each segment.  If these segments are rotated where the paths cross, they tend to fail the feature.

This is just one of many things that can happened but for the most part, you have time within the dialog to correct whatever needs correcting.

This is one of those commands that you could build an entire career around.  And you are right, they make great single feature surfaces with amazing flexibility.  It is just that it is so poorly understood, or even documented that it is very much overlooked.

If your problem is rotational relationship with the prior element, just highlight the chain under the Curves tab and it will show you a white dot.  Highlight the next and the white dot for this one should be in a rational position according to the first.  If not, just drag the white dot to where you want it to be.  Once they are all aligned, hopefully a surface appears.  Next you get the options of tangency or curvature.  This is where things can go very wrong again.  However, you get to select you tangencies in the constraints tab.  Control over these is not for the faint of heart when it comes to 1) being successful and 2) keeping your design dynamically flexible.  The third tab is Control Point which again, is very powerful and should have some elementary background as to what they do, but the short of it is that this is where you can make specific connections.  The 4th I rarely look at but it has even more functionality for the purposes of influencing the surface.

You can use a single or dual array.  Know that a point feature as the second "chain" is valid. 

Closing up contoured voids with boundary blend is near impossible... gets touchy, to say the least.

Core Creo surfacing features are not known for high quality surfaces.  The system is not forgiving in the least.  It does exactly what you told it to do, with all its consequences.

Hope some of all that helps 🙂

Your smaller elliptical curves aren't connected to the larger longitudinal curves. They all have to touch in order to fully define boundaries. And when you redraw them you only have to do one half. Since your finger is symmetrical you can then mirror.