I will have to look at the Part elsipse separately, because you will not need it here.
You mixed things up with body, sketcher and PartDesign.
- PartDesign workbench is used to create bodies.
- A body contains a single contigouus solid, made of a sequence of features
- Most features are based on a sketch
- Sketches are edited in Sketcher workbench
- Besides the sketch based features there are geometric primitives, like cube, cylinder, ... and an ellipsoid. That means you should create the ellipsoid directly in PartDesign workbench.
If you only want the geometry
of an ellipse in Sketcher, there is an icon for conical sections:
with a drop down menu to select different kinds of it.
In general, you should avoid to mix Part and PartDesign workbench, but if it is necessary you can move it with drag and drop into a body which will create a BaseFeature as some kind of a proxy inside of the body.
Edit: Mark was faster, which means it took at least 20 minutes to answer this request, included a telephone call from my mom.