You can also download examples (SolidWorks) of boilermaking that are out of the ordinary. These components use the transition folds and the crunching method. There are examples of cone/cone intersection, cylinder cone, Y-shaped assemblies etc...
This library is available for free download (registration only) on the myCADservices website:
Yes yes, it is indeed 2 circles and not a circle and an ellipse.
However, I created an angular plane to make my 2nd circle.
Where I don't understand is at the level of the fold lines.
The tube is circular so isn't supposed to have any creases?
To finish on the part in PJ (hopper), SW reacts strangely... I think you have to extend the piece to recut it in order to have a clean face (cf: Attachment).
Indeed, if the sketch planes are not parallel, there is no bend line appearing in the unfold.
You will therefore be forced to create them, for this you can download on Lynkoa a tutorial (free) indicating the method of calculating the transition folds:
I don't know if I'm missing a detail of your piece, but it's pretty basic. You draw your first open circle in the first base plane, then you start by inserting your inclined plane, you draw your second open circle on it, and then you use the transition fold function. And that's it. You can unfold your cone afterwards after.