It should be a fair bit simpler than that.
My take on the question is that the notation in 7.6.8
https://isaacphysics.org/questions/maths_ch7_6_q8was confusing to me. So the general sectional radius they talk about at the start
w e^(b theta)
is allowing w to vary along the radius between 0 and w_0 for a given value of theta, so the actual radius varies between 0 and w_0 e^(b theta). So the w in the differential area vector dA corresponds to w_0 if you were talking about the external surface area. But more generally we can consider any radius between 0 and w_0 when talking about a small, internal parallelepiped to calc the volume.
So when dotting with the vector dr_w (my notation instead of theirs dw), youre really differentiating the vector r wrt w_0, where r is given by 7.6.6C
https://isaacphysics.org/questions/maths_ch7_6_q6Thats similar to the expression in a previous post expect there is an extra e^(b theta) multiplier. Remembering to set theta=0 (but not the exponential term)) in dr_w, you should get a fairly simple vector.
So to calculate the volume you want to do the triple integral of
dr_w.(dr_theta x dr_alpha)
which is something like
# w e^(3b theta) dalpha dw dtheta
where # is a fairly simple expression (function of alpha only) from the dot and cross product and you integrate alpha between 0 and 2pi (over the circle), w from 0 to w_0 (along a radius of the circle) and dtheta from -inf to 0 (along the horn).