How to create 90 degree hollow cylinder with different sized ends

It’s a bit of a mixture of things, overlapping geometry and small faces.
Try to use a radius for the path larger than the profile. This allows the faces to sweep around the curve without overlapping.
Remember too that it is all just faces and edges, so things can be adjusted after follow me.

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Here’s another thought on that type of friction fit end. This could also be internal.