Ultrafractal has a few algorithms and formulas that will make shapes like these. Specifically, the "3d Spheres" algoritm in the mtz.ucl folder will make a Kleinian bottle shape.  And some of Ron Barnett's formulas (reb.ufm) list a "Klein Bottle" - though the one abstract example I saw didn't look like a classic Klein Bottle - or a "Kleinian Group" as some of their modifyable parameters. He has a coloring algorithm called "Kleinian Group Raytrace" that makes soem really cool spheroid patterns but I don't thing they are actually Kleinian "bottle" shapes. Jos Leys writes a lot of formulas for Ultrafractal that produce shapes like this too, though most are his private ones that he doesn't give to anyone else to use because  - I think - they might only make one specific shape and I reckon then everybody would make the same thing if they had them.

Good luck!
Rick