Shell can have its problems with multi-sections. Multiple sections, or vertices on any object, can present some unique challenges. It's better to always take a "1 piece" approach, whenever applicable, but you need to really know when to use what - multiple pieces is very common with anything where curvature and tangency degrees start to vary more than a certain percentage - anything not considered "class A".
For the case where 1 piece isn't suitable, try this:
Once you determine your spine, (which you can also do with the "spine" function) sweep the entire tube. Or, if you cannot sweep it, due to a bend condition, (too drastic of a bend, for instance) create multiple pieces ONE at a TIME, and each one as a uniqued domain - no joining. Use the "thick offet" function in the Part Design workbench to add thickness.
Shell should work most of the time for this - but in the even that it does not, you would just isolate the optimal position at which to break each section of your tube, as outlined above. (at the tangency point, if it's not curvature continuous)
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