 Solution

Choose the rotated Cartesian coordinatesTheir inverse is $x=(X-Y)/\sqrt{2}$, $y=(X+Y)/\sqrt{2}$. Consequently $x^2+y^2=X^2+Y^2$ and $xy=(X^2-Y^2)/2$, giving the canonical form of a quadricThe orthogonal diagonalization identifies the eigenvalues $1+a/2,1-a/2,1$ of the symmetric matrix of the quadratic form.

For $|a|<2$, all three coefficients are positive: the surface is an ellipsoid with semiaxes $(1+a/2{)}^{-1/2},(1-a/2{)}^{-1/2},1$. At $a=0$ it is a sphere.

For $a=2$, the equation is $2X^2+Z^2=1$, an elliptic cylinder parallel to the $Y$ axis. For $a=-2$, it is $2Y^2+Z^2=1$, an elliptic cylinder parallel to the $X$ axis. The absent coordinate is unrestricted; its disappearance does not turn the surface into an ellipse.

For $a>2$, the negative coefficient is that of $Y^2$: this is a one-sheet hyperboloid with axis $Y$. For $a<-2$, the negative coefficient is that of $X^2$: it is a one-sheet hyperboloid with axis $X$. This gives the signature transition from an ellipsoid to an elliptic cylinder and a one-sheet hyperboloid, including both transition values.