First, you need to understand that the Follow Me tool requires that the first segment of the path be perpendicular to the profile and the extrusion will end perpendicular to the last segment of the path. If the profile is not positioned perpendicular to the first segment of the path, Follow Me will project the profile to perpendicular, it won’t rotate it, so that will change the shape of the extrusion, too.
In addition to the options shown but ef, you could also start with a circle instead of the 2-Point Arc. Rotate it so that sides are parallel to the blue axis in your model. Draw a line across the circle to divide it in half.
Erase the bottom half of the circle and the diameter. Then use the remains as the path.
There’ll be no need to trim away any excess geometry that way.
If you increase the number of sides for the circle you can get a smoother extrusion.