Generate Spline and Segments dynamically with a script??

[_Aka_]

I've been fishing around the API and am utterly confused.

Can you please explain to me what confuses you? Do you have any suggestions to make the API easier for you? I ask because I don't see the complexity in finding the method to add control points to a spline. Maybe I became blind to the issues you encountered, so your opinion will be helpful.
The method you are looking for is CurvySpline.Add

if you have any other tips or things to keep in mind while doing such a task please let me know!

For better performance, use the Add method override that takes the array of all positions at once, instead of calling the one that adds a single CP multiple times.