This is as close as I’ve got so far in Pro.
- Table to Ellipse to create 2d ellipses
- Feature to Polygon to convert polyline to polygon
- Feature to 3d by attribute, to give polygon a z value
- Layer 3D to feature class, to convert PolygonZ into Multipatch
- Manually rotate the polygon ellipse multipatch so that it is orientated in the z axis
- Duplicate the ellipse
- Rotate one of the ellipses 90 degrees in the horizontal plane.
- Minimum bounding volume, gp tool that encloses features as a multipatch volume. Using the Convex hull setting.
Too mandraulic, and the end result is still not fully curved like an ellipsoid. I suppose it might be easier to programmatically create them in some other software and then import back into Pro.