I find it is helpful to blend the palette you want arbitrarily first until you are happy with the colour transitions. You can then apply this palette blend to your desired path. The blend tool will generate a dynamic colour range between each blended colour/gradient.
Create circle shapes for blending, and choose a gradient palette for each one. Note that colours that are adjacent to each other on the colour wheel blend rather well.
Blend the first two circles with the blend tool. Don’t worry if your colour transitions look warped, this is fixed later.
The order you blend the shapes is very important, as this will decide
the apparent z-order of the colours to be blended together
Selecting the resulting blend group and the subsequent gradient circle, use the blend tool again. Repeat this until you have created your blended palette for your design.
With the pen tool, draw the path to which you want to apply your blended colours.
With this path selected and the blend object, go to Object>Blend>Replace Spine
You can improve the way in which the colours transition by selecting
the circles along the blend with the direct selection tool, then
rotating each one to improve the direction of the colour transitions.
Using the Direct Selection Tool and various path editing tools, you can continue to edit the path to which you applied your blend group.
If you want to reverse the order in which blended colours appear on top of one another, go to Object>Blend>Reverse Front to Back