Can you make a selection that fills in a "U" type path?

Can't you just go Edit>Define Custom Shape, and then you'll have the paths?

Here is a four-point path. Draw a selection you want to get and explain what it is for.

The code below would destroy Work Paths, but as long as all Paths are saved it should work here. 

One needs to manually select the points-to-be-removed and a temporary Path without those is created and a Selection created from that. (the gif should illustrate)

// create selection from added subpathitems after removing selected pathpoints;
// work path would get destroyed;
// 2021, use it at your own risk;
if (app.documents.length > 0) {
if (app.activeDocument.pathItems.length > 0) {
// collect path;
var path1 = collectselectedPathPathInfoFromDesc ();
if (path1.length > 0) {
// delete;
var iddelete = stringIDToTypeID( "delete" );
executeAction( iddelete, undefined, DialogModes.NO );
// collect edited path;
var path2 = collectselectedPathPathInfoFromDesc ();
// undo;
executeAction( charIDToTypeID("undo"), undefined, DialogModes.NO );
if (path2.length > 0) {
if (path1 != path2) {
// change shape operations;
for (var m = 0; m < path2.length; m++) {
path2[m][path2[m].length-1] = 1097098272
};
// create temp path;
var trashThis = createPath2018(path2, "trashThis");
// make selection;
trashThis.makeSelection(0, true, SelectionType.REPLACE);
// remove temp path;
trashThis.remove();
}
}
}
}
};
////////////////////////////////////
////////////////////////////////////
////////////////////////////////////
////// create a path from collectPathInfoFromDesc2012-array //////
function createPath2018(theArray, thePathsName) {
var originalRulerUnits = app.preferences.rulerUnits;
app.preferences.rulerUnits = Units.POINTS;
// thanks to xbytor;
cTID = function(s) { return app.charIDToTypeID(s); };
sTID = function(s) { return app.stringIDToTypeID(s); };

    var desc1 = new ActionDescriptor();
    var ref1 = new ActionReference();
    ref1.putProperty(cTID('Path'), cTID('WrPt'));
    desc1.putReference(sTID('null'), ref1);
    var list1 = new ActionList();
    
for (var m = 0; m < theArray.length; m++) {
    var thisSubPath = theArray[m];
    
    var desc2 = new ActionDescriptor();
    desc2.putEnumerated(sTID('shapeOperation'), sTID('shapeOperation'), thisSubPath[thisSubPath.length - 1]);
    var list2 = new ActionList();
    var desc3 = new ActionDescriptor();
    desc3.putBoolean(cTID('Clsp'), thisSubPath[thisSubPath.length - 2]);
    var list3 = new ActionList();
    
for (var n = 0; n < thisSubPath.length - 2; n++) {
    var thisPoint = thisSubPath[n];
    
    var desc4 = new ActionDescriptor();
    var desc5 = new ActionDescriptor();
    desc5.putUnitDouble(cTID('Hrzn'), cTID('#Rlt'), thisPoint[0][0]);
    desc5.putUnitDouble(cTID('Vrtc'), cTID('#Rlt'), thisPoint[0][1]);
    desc4.putObject(cTID('Anch'), cTID('Pnt '), desc5);
    var desc6 = new ActionDescriptor();
    desc6.putUnitDouble(cTID('Hrzn'), cTID('#Rlt'), thisPoint[1][0]);
    desc6.putUnitDouble(cTID('Vrtc'), cTID('#Rlt'), thisPoint[1][1]);
    desc4.putObject(cTID('Fwd '), cTID('Pnt '), desc6);
    var desc7 = new ActionDescriptor();
    desc7.putUnitDouble(cTID('Hrzn'), cTID('#Rlt'), thisPoint[2][0]);
    desc7.putUnitDouble(cTID('Vrtc'), cTID('#Rlt'), thisPoint[2][1]);
    desc4.putObject(cTID('Bwd '), cTID('Pnt '), desc7);
    desc4.putBoolean(cTID('Smoo'), thisPoint[3]);
    list3.putObject(cTID('Pthp'), desc4);
    
    };
    
    desc3.putList(cTID('Pts '), list3);
    list2.putObject(cTID('Sbpl'), desc3);
    desc2.putList(cTID('SbpL'), list2);
    list1.putObject(cTID('PaCm'), desc2);
    };
    
    desc1.putList(cTID('T   '), list1);
    executeAction(cTID('setd'), desc1, DialogModes.NO);

// name work path;
var desc30 = new ActionDescriptor();
var ref6 = new ActionReference();
var idPath = charIDToTypeID( "Path" );
ref6.putClass( idPath );
desc30.putReference( charIDToTypeID( "null" ), ref6 );
var ref7 = new ActionReference();
ref7.putProperty( idPath, charIDToTypeID( "WrPt" ) );
desc30.putReference( charIDToTypeID( "From" ), ref7 );
desc30.putString( charIDToTypeID( "Nm  " ), thePathsName );
executeAction( charIDToTypeID( "Mk  " ), desc30, DialogModes.NO );
/// get index;
var ref = new ActionReference();
ref.putProperty(stringIDToTypeID("property"), stringIDToTypeID("itemIndex"));
ref.putEnumerated( charIDToTypeID("Path"), charIDToTypeID("Ordn"), charIDToTypeID("Trgt") );
var pathDesc = executeActionGet(ref);
var myPathItem = activeDocument.pathItems[pathDesc.getInteger(stringIDToTypeID("itemIndex")) - 1];
app.preferences.rulerUnits = originalRulerUnits;
return myPathItem
};
////// collect path info from actiondescriptor, smooth added //////
function collectselectedPathPathInfoFromDesc (){
try {
// get index;
    var ref = new ActionReference();
    ref.putProperty (stringIDToTypeID("property"), stringIDToTypeID("targetPathIndex")); 
    ref.putEnumerated( charIDToTypeID("Dcmn"), charIDToTypeID("Ordn"), charIDToTypeID("Trgt") ); 
    var docDesc = executeActionGet(ref);
    var theIndex = docDesc.getInteger(stringIDToTypeID("targetPathIndex"))+1;
// collect data;
var originalRulerUnits = app.preferences.rulerUnits;
app.preferences.rulerUnits = Units.POINTS;
// based of functions from xbytor’s stdlib;
var ref = new ActionReference();
ref.putIndex(cTID("Path"), theIndex);
var desc = app.executeActionGet(ref);
var pname = desc.getString(cTID('PthN'));
// create new array;
var theArray = new Array;
var pathComponents = desc.getObjectValue(cTID("PthC")).getList(sTID('pathComponents'));
// for subpathitems;
for (var m = 0; m < pathComponents.count; m++) {
    var listKey = pathComponents.getObjectValue(m).getList(sTID("subpathListKey"));
    var operation1 = pathComponents.getObjectValue(m).getEnumerationValue(sTID("shapeOperation"));
    switch (operation1) {
        case 1097098272:
        var operation = 1097098272 //cTID('Add ');
        break;
        case 1398961266:
        var operation = 1398961266 //cTID('Sbtr');
        break;
        case 1231975538:
        var operation = 1231975538 //cTID('Intr');
        break;
        default:
//		case 1102:
        var operation = sTID('xor') //ShapeOperation.SHAPEXOR;
        break;
        };
// for subpathitem’s count;
    for (var n = 0; n < listKey.count; n++) {
        theArray.push(new Array);
        var points = listKey.getObjectValue(n).getList(sTID('points'));
        try {var closed = listKey.getObjectValue(n).getBoolean(sTID("closedSubpath"))}
        catch (e) {var closed = false};
// for subpathitem’s segment’s number of points;
        for (var o = 0; o < points.count; o++) {
            var anchorObj = points.getObjectValue(o).getObjectValue(sTID("anchor"));
            var anchor = [anchorObj.getUnitDoubleValue(sTID('horizontal')), anchorObj.getUnitDoubleValue(sTID('vertical'))];
            var thisPoint = [anchor];
            try {
                var left = points.getObjectValue(o).getObjectValue(cTID("Fwd "));
                var leftDirection = [left.getUnitDoubleValue(sTID('horizontal')), left.getUnitDoubleValue(sTID('vertical'))];
                thisPoint.push(leftDirection)
                }
            catch (e) {
                thisPoint.push(anchor)
                };
            try {
                var right = points.getObjectValue(o).getObjectValue(cTID("Bwd "));
                var rightDirection = [right.getUnitDoubleValue(sTID('horizontal')), right.getUnitDoubleValue(sTID('vertical'))];
                thisPoint.push(rightDirection)
                }
            catch (e) {
                thisPoint.push(anchor)
                };
            try {
                var smoothOr = points.getObjectValue(o).getBoolean(cTID("Smoo"));
                thisPoint.push(smoothOr)
                }
            catch (e) {thisPoint.push(false)};
            theArray[theArray.length - 1].push(thisPoint);
            };
        theArray[theArray.length - 1].push(closed);
        theArray[theArray.length - 1].push(operation);
        };
    };
// by xbytor, thanks to him;
function cTID (s) { return cTID[s] || cTID[s] = app.charIDToTypeID(s); };
function sTID (s) { return sTID[s] || sTID[s] = app.stringIDToTypeID(s); };
// reset;
app.preferences.rulerUnits = originalRulerUnits;
return theArray;
} catch (e) {
return undefined
}
};

The  image you posted shows vector Paths not selections.  You can convert the Paths to selections an file the selections with pixels you could also add a solid fill layer and mask  the fill layer with your  vector paths. A script can easily do those operations. Adobe Photoshop  Scripting DOM does not cover all of Photoshop features some times you need to use Action manager code in Photoshop scripts.   But in this case you can set an active selection the has a U shape with DOM code. You are not required to create vector U shape closed paths. You can make selection like  your White Areas A and B with a script.  You can not EDIT Paths in Photoshop you would need to copy the path  to an array modify the points you want to edit then create a new path  the path you want.

I do not have the Math knowledge to do curves in paths.  Strright point to point selections is more my speed.