Standard 2D geometries, elliptic, Euclidean and hyperbolic, can be all derived from the same basic idea: start with projective geometry formed by lines and planes through origin in $R^3$ and then put some quadric in its way. $x^2 + y^2 + z^2 = 1$ for elliptic, $z^2 = 1$ for Euclidean, and $x^2 + y^2 - z^2 = 1$ for hyperbolic. This can be rewritten as $1x^2 + 1y^2 + z^2 = 1$, $0x^2 + 0y^2 + z^2 = 1$, and $(-1)x^2 + (-1)y^2 + z^2 = 1$.
I tried to vary the parameters for the projection surface and found some possibilities for hybrid geometries that are no longer isotropic because they contain non-isomorphic lines.
Cylinder $x^2 + z^2 = 1$ leads to a hybrid of elliptic and Euclidean geometry, hyperbolic cylinder $x^2 - z^2 = 1$ to a hybrid of Euclidean and hyperbolic geometry and one-sheet hyperboloid $x^2 - y^2 + z^2 = 1$ to a hybrid of elliptic and hyperbolic geometry.
If we consider elliptic geometry to contain no ideal points, Euclidean geometry to contain an ideal line (line at infinity), and hyperbolic geometry to contain an ideal conic (the absolute), then these three hybrids have a single ideal point, two ideal lines that intersect, and an ideal conic, respectively. The difference between the last one and hyperbolic geometry is that hyperbolic geometry has real points inside the conic and ultra-ideal points outside of it, while the elliptic/hyperbolic hybrid is reversed: its real points are outside the conic.
This is as far as I got -- there should be a way to impose metric on these geometries so that straight lines would be shortest distances between points. I'd be interested in knowing whether someone has studied this further?
I would place your question strongly in the realm of projective geometry. There you'd more likely embed the plane at some offset to the origin (conventionally at $z=1$), and instead have your cone have its apex at the origin. This gives you homogeneous coordinates, and also homogeneous equations for the conics. I believe the question you are asking is equivalent to one in that setup.
Using a projective formalism, and following Perspectives on Projecive Geometry and lectures by it's author J. Richter-Gebert, I'd summarize what you describe under Cayley–Klein geometries. Your definition is not capturing the complete picture. To measure angles, you need not only the primal conic, as a set of incident points, but also the dual conic, as a set of tangent lines. For non-degenerate conics, one can simply compute one from the other. But for conics that factor into a single component with multiplicity two, as in the case of $z^2=0$, you need to explicitly state the dual conic. For Euclidean geometry, that conic consists of the ideal circle points. In standard coordinates (homogenized using $(x,y)\mapsto[x:y:1]$) those ideal circle points would be $[1:\pm i:0]$. So they are two points on the line at infinity with complex coordinates. They are incident with every Euclidean circle.
The general recipe for distance measurements in any of these is the following: given two points, draw the line through them. Interact that line with the fundamental conic; these intersections might be complex. Compute the cross ratio of these for points then take the natural logarithm. Apply a cosmetic factor to match conventions, in particular to get real values in common cases. For angles you do the dual procedure: find the point of intersection, then draw tangents to the fundamental conic and compute the cross ratio of these four lines.
Chapter 20.6 of Perspectives classifies geometries based on the signature of the fundamental conic, given as a primal-dual pair.
For the case 2, it is important to note that you only get traditional hyperbolic geometry if you restrict yourself to points on the inside. Inside in this sense is the set of real points through which every real line will intersect the fundamental conic in two distinct points. In this sense, every conic is equivalent to every other, but the geometry on the outside is different from that on the inside.
You can also classify based on how many real intersections / tangents you get for the measuring process described above. This describes distance and angle measurement each as elliptic, parabolic or hyperbolic. This leads to $3\times3=9$ cases. But three of them are covered by case 2 above, since you get no real tangents for points on the inside, and depending on where the line joining points on the outside goes you may get real intersections or not. For comparison, Euclidean geometry has elliptic angle measure and parabolic distance.