You just need to have the tris connect it seems.
Basically you are nearly there but only working on quads when you should be working tris, I think.
Can’t really be sure since you did not share the generation script’s code.
If you aren’t generating this on the fly using a procedural mesh component, then whatver you set up for the spline mesh is incorrect (and should that be the case I can link a decent enought tutorial to follow).