Let $V$ be the body confined by the following quadratic surfaces:
$$
x^{2} + y^{2} = 12z,\quad x^{2} = 3z,\quad z = 3
$$
- Compute the mass of $V$ with the density function $\rho = 1$.
- My problem is I can't figure the integration boundaries$\ldots$
- I know that substituting to spherical or cylindrical coordinates won't help because it says so in the question.

lower- and upper-bounds for the mass of the body
$M \in (M_{l},M_{u})=(93.53,108)$.
numerical verification
From numerical calculations, I obtained $M \approx 101.17 \in \left( 100.77, 108 \right)$, the improved lower- and upper-bounds mentioned in comments.
Plot of the surface the region:
calculation
Starting from $x^2 + y^2 = 12z$ and $x^2 = 3z$, we obtain $y^2 \in (9z,12z)$. This simplifies the problem a bit. To visualize the problem, take different values of $z$ and solve for $x$ and $y$,
$$ \begin{align} & z=1 \implies |x| < \sqrt{3}, 3<|y|<2\sqrt{3} \\ & z=2 \implies |x| < \sqrt{6},3\sqrt{2}<|y|<2\sqrt{6} \\ & z=3 \implies |x| < 3, 3\sqrt{3}<|y|<6 \end{align} $$
calculating a lower-bound for the mass of the body
Going along the $z$-axis, the area of the largest rectangle inside the truncated circle (for obtaining a lower-bound to the area $A_{l}$) is
$$ \begin{align} A_{l}(z) &= \left( 2\times 3\sqrt{z} \right) \times \left( 2\times \sqrt{3z} \right) \\ &= 12\sqrt{3}z \end{align} $$
What remains is to add the height element to this rectangle which is $dz$:
$$ \begin{align} dV_{l} &= A_{l}(z)dz \\ &= 12\sqrt{3}zdz \end{align} $$
Since mass is volume times density, which is just $1$ here, numerically, $dM_{l}=dV_{l}$.
Integrate along $z$ from $0$ (since $z$ is a sum of non-negative quantities, it is also non-negative) to $3$ to obtain the volume:
$$ \begin{align} M_{l} &= \int_{z=0}^{3} dM_{l} = \int_{z=0}^{3} dV_{l} = \int_{z=0}^{3} A_{l}(z)dz = \int_{z=0}^{3}12\sqrt{3}zdz \\ &= 12\sqrt{3}\int_{z=0}^{3}zdz \\ &= 12\sqrt{3}\left[ \dfrac{9}{2} \right] \\ &= 54\sqrt{3} \approx 93.53 \end{align} $$
calculating an upper-bound for the mass of the body
Having found a lower-bound to the mass, let's find an upper-bound. Along the $y$-axis, the larger smallest rectangle containing the horizontal sections has boundaries $y = \pm 2\sqrt{3z}$. We may calculate an upper-bound to the area as well.
Going along the $z$-axis, the area of the smallest rectangle containing the truncated circle (for obtaining an upper-bound to the area $A_{u}$) is
$$ \begin{align} A_{u}(z) &= \left( 4\times \sqrt{3z} \right) \times \left( 2\times \sqrt{3z} \right) \\ &= 24z \end{align} $$
$$ \begin{align} dV_{u} &= A_{u}(z)dz \\ &= 24zdz \end{align} $$ $$ dM_{u}=dV_{u} $$ $$ \begin{align} M_{u} &= \int_{z=0}^{3} dM_{u} = \int_{z=0}^{3} dV_{u} = \int_{z=0}^{3} A_{u}(z)dz = \int_{z=0}^{3}24zdz \\ &= 24\int_{z=0}^{3}zdz \\ &= 24 \left[ \dfrac{9}{2} \right] \\ &= 108 \end{align} $$
$M \in (M_l,M_u)=(54\sqrt{3},108)$. That's not bad.