The problem why the fusion doesn't work is probably Cylinder007. It would be better if it was heading towards the back and not to the front where it creates an ever so small surface defect.
I removed Cylinder011, it is identical to Cylinder.
I removed Cylinder002, it serves nothing concerned with the issue discussed here.
Because it is best to apply fillets last I removed them. At least two of them could be done in one fillet anyway.
Now the fillet succeeds, but the radius cannot be as desired. A variable radius is not possible either, because the fillet runs around the whole ellipsoid.
To prevent the latter I cut the whole thing in half. Since the cut shows that Ellipsoid003 seems to be unnecessary. I deleted Cut006 with its contents.
I could add a fillet, mirrored it and it looks not too bad:
To finish the model, the mirror should be removed, the missing fillets should be added and then the mirror can be created again.