I'm trying to bend one long rectangle into a shape similar to this.
- From a rectangle, 200 x 100, 30 px black stroke
- Pen Tool: add a bottom middle point
- Scissors Tool: crop the bottom left corner
- Move the bottom left point to the top.
- Direct Selection Tool: select all the points to round and move the corner radius selectors to the center.
- Change the stroke color by the gradient
- Add a rectangle where the shadow must be
- Fill it with a linear gradient white/black/white, 90º, opacity 50 %, blend mode Multiply
- With the shadow rectangle selected, add an Opacity Mask: a black horizontal rectangle at the strokes intersection
Draw a path, then expand the path.
Object > Expand ---
If you need the gradient then apply a gradient to the stroke...
Object > Expand Appearance to get a resulting Gradient Mesh in the desired shape.
Attempting to deform a straight rectangle into a curled shape is far more trouble than it's worth when these methods are so quick and easy.