Need help with a 3D schemitical drawing of the black hole in Adobe Illustrator.

This is what I have created. The blue line is the shape I made with the pen tool.
As you can see, the outside of the 3D shape is circular. I want it to be a square as seen in the picture below
and also I want the hole to be wider and closed, exactly like in the picture I put a circle around.

Another example:

So basically, I just want to create a 3D traffic cone to flip upside down.

Really would appreciate if someone answered with what I should draw to get a similair shape in 3D. Thanks in advance!
