Instead of 2. and 3., just press f to create a face,
with this face add custom orientation.
It could be done with 1 step via bridge face tool as soon it get fixed and creates bridges in a predictable way. So it creates the bridge in the wrong direction. If you want the “bridge” as separate object you can quickly flip it with sz-1.
In Edit mode after selecting both polygons/edges/vertices use the Bridge Edge Loops tool in the edge menue Ctrl-E using Interpolation: → Blend Path and Number of Cuts set to at least 3…