$$x^2+y^2=\sqrt{z}-z^2$$ So you need $0\leq z\leq 1$ for $x^2+y^2\geq 0.$ At $z=0$ and $z=1$ the set of solutions is the single point $(x,y)=(0,0).$ For any other $z$ in that range, the cross section curve is a circle.
Topologically, it is a sphere.
Its interior is convex. This is because the second derivative of $\sqrt z-z^2$ is negative.
For small $\epsilon>0$ the cross section at $z=1-\epsilon$ has radius approximately $\sqrt{3\epsilon/2},$ and the cross section at $z=\epsilon$ is of radius $\approx \sqrt[4]{z},$ because when $z=\epsilon$, $\sqrt z-z^2\approx \sqrt z.$
This means that the surface is flat at both ends, like a sphere of radius $\frac{3}4$ and center $(0,0,1/4)$ near $z=1$ and an even flatter side near $z=0.$
When $z=1/2$ the radius of the circle cross-section is at its largest, which is $\frac12\sqrt{2\sqrt 2-1}\approx 0.676.$
Not sure if it has a name.
Given fixed $z,$ then:
$$x^2+y^2=\sqrt{z}-z^2$$ So you need $0\leq z\leq 1$ for $x^2+y^2\geq 0.$ At $z=0$ and $z=1$ the set of solutions is the single point $(x,y)=(0,0).$ For any other $z$ in that range, the cross section curve is a circle.
Topologically, it is a sphere.
Its interior is convex. This is because the second derivative of $\sqrt z-z^2$ is negative.
For small $\epsilon>0$ the cross section at $z=1-\epsilon$ has radius approximately $\sqrt{3\epsilon/2},$ and the cross section at $z=\epsilon$ is of radius $\approx \sqrt[4]{z},$ because when $z=\epsilon$, $\sqrt z-z^2\approx \sqrt z.$
This means that the surface is flat at both ends, like a sphere of radius $\frac{3}4$ and center $(0,0,1/4)$ near $z=1$ and an even flatter side near $z=0.$
When $z=1/2$ the radius of the circle cross-section is at its largest, which is $\frac12\sqrt{2\sqrt 2-1}\approx 0.676.$