The easiest thing woudl be to build that shape with a path in phtoshop or illustrator and let the AI importer fill and bevel it for you.
To fill it manually, I might do it like this:
The green circles are hooks, not dead-end CPs.
After i filled it, I'd extrude the outer spline once and scale (making the purple line)and move it back a bit to make the bevel and extrudeit again and move it back farther to make the sides of the lock.