Let the function $I(x)$ be defined as $$I(x) = \int_{-\pi/2}^{\pi/2}{\rm d} \theta \ \frac{\cos^2{\theta}}{\sqrt{\cos^2\theta+x^2\sin^2\theta}} \ , $$
Then we have for instance $I(0)=2$. Is there a nice answer for $I(x)$ for $x$ small? The most obvious thing to do would be to binomially expand $$I(x) \approx \int_{-\pi/2}^{\pi/2}{\rm d} \theta \ \left( \cos \theta - \frac{x^2}{2}\frac{\sin^2\theta}{\cos\theta}\right) \ , $$
but this doesn't seem promising since the $\cos \theta$ in the denominator of the second term renders it no longer small near $\pm \pi/2$. For what it's worth, Mathematica gives an answer in terms of elliptic functions for $I(x)$ so I'm expecting $I(x)$ to be smooth enough that some approximation should exist.
Substitute $t = \cot \theta$. Then
$$ I(x) = 2 \int_{0}^{\infty} \frac{t^2}{\sqrt{t^2+x^2} (1+t^2)^{3/2}} \, \mathrm{d}t. $$
Now using the antiderivative
$$ 2 \int \Biggl( \frac{t^2}{\sqrt{t^2+x^2}} - t \Biggr) \, \mathrm{d}t = x^2\biggl( \frac{t}{t+\sqrt{t^2+x^2}} - \log\bigl(t + \sqrt{t^2 + x^2}\bigr) \biggr) + C, $$
we get
$$ I(x) = 2 + x^2 \log x + 3x^2 \int_{0}^{\infty} \biggl( \frac{t}{t+\sqrt{t^2+x^2}} - \log\bigl(t + \sqrt{t^2 + x^2}\bigr) \biggr) \frac{t}{(1+t^2)^{5/2}} \, \mathrm{d}t. $$
This proves that
$$ I(x) = 2 + x^2 \log x + \mathcal{O}(x^2) $$
as $x \to 0^+$. Studying the above formula would reveal more detailed expansion for $I(x)$.