Hi Arjan Gelderblom,
I think the simplest way to get this done, should be with OpenVDB Volume Modeling.
https://www.cineversity.com/vidplaylist/new_in_cinema_4d_r20_volumetric_workflow/
For your case start with a spline shape and extrude this, and then subtract and add what the shape requires.
If you are new to this workflow, start with some simple shapes first to get familiar with the process.
It is the most intuitive workflow to my knowledge.
Here is a very quick and rough demo for you, with Broadcast:
https://www.amazon.com/clouddrive/share/rwMMgyURk1IBTFLkujOYPdjH8r4NFXr3nosmGhhshkh
Screen shot
https://www.amazon.com/clouddrive/share/Lf52OlnW9GJ7T8a0ok30EcrxBHZAwaKKXjX1gKrblj6
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A little bit more complex is the workflow with “Box-Modeling”.
Polygons in a Subsurface object. For this object I would expect at least a medium to advanced modeling skill.
All the best