Dürer
In his book Unterweisung der Messung from 1525 Albrecht Dürer describes the ellipse correctly as a cone.
Dürer writes: "Die elipsis will ich ein eyerlinie nennen darumb das sie schyer einem ei gleich ist."
(I would call the ellipse an eggline for it's almost equal to an egg.)
But his drawing of the cutting edges isn't correct. Probably due to his expectations his drawing of the ellips is too much pointed at the top. In the applet below you can see that the elliptical cross section is a figure with two symmetry axes.
Naming an ellipse 'eggline' is also confusing because the word oval of course refers to an egg.
So it doesn't help to clear the confusion between ellips and oval.