I don't know if I am missing something or not. When I attempt to do a through cut using the closed contour function in Part Editor I am getting a \"contour not closed\" message. This message appears no matter how careful I am to make sure the contour is cloased. I don't know if there is a problem this the program or my system.
If you extend the lines so they overlap each other, then trim the lines this will close the geometry. You can also perform a \"0\" value chamfer on the corners.
One other thing to check for is that there are no duplicate lines directly on top of each other. (For instance if you've mirrored any part of your profile and it overlaps.)