How do (which) things need to be bend and twisted here? This is more a general 3D modeling problem I came along while replicating things to figure out what is possible using Blender and what is not. This problem can probably easily be solved, but I am simply not figuring out how. I'd like to get #1, but #2 is more or less the best result I come up with... Maybe someone can tell me how things need to be bend and twisted here.

(There is a .blend file at the bottom if someone wants to chime in...)
Your object is not vertical : 



If you modelize your object like this : 



And add a Simple Deform modifier like this : 



You will obtain this : 



Does it help ?