Consider a conic section. There are 2 rectangles such that all of the 8 vertices of the 2 rectangles lie on the conic section. Further assume that the 2 rectangles have different orientation (ie. a side of one rectangle is not parallel to any side of the other rectangle). What are all the possible conic section for that to be the case?
Intuitively, the only possibility is the circle. It appears that the problem could potentially be solved by write down all the conic section equation and solving some complicated set of equations, but I would rather not do that. I am hoping for a nice and element geometrical approach to the problem, or one that base on group theory regarding isometry in Euclidean plane/space.
Thank you for your help.
A rectangle has two lines of mirror symmetry that are perpendicular to each other and pass through its center. If a rectangle is to have all 4 vertices lie on a conic section, then it must be centered at the center of the conic section (a parabola's center is at infinity), since otherwise the breaking of symmetry would prevent some vertices from lying on the conic section. Now you also ask that 2 rectangles with non-parallel sides simultaneously satisfy this condition, which says that the conic section must have at least 4 distinct lines of mirror symmetry. Only a circle satisfies this constraint.
Edit: Let me clarify the center of symmetry assertion that you asked for in the comment. A generic non-degenerate conic section can be written in matrix form as $$ \begin{bmatrix}x\\y\end{bmatrix}^T \begin{bmatrix}P&Q/2\\Q/2&R\end{bmatrix}\begin{bmatrix}x\\y\end{bmatrix} + \begin{bmatrix}D\\E\end{bmatrix}^T\begin{bmatrix}x\\y\end{bmatrix} + F = r^TAr+b^Tr+c = 0 \qquad(0) $$ For degenerate cases, $A$ is identically zero, and we ignore this for now. This form can be re-centered by considering a change of coordinates: $$ r'^T A' r' + c' = 0 \qquad(1)$$ where $r = r'-r_0$ and the center $r_0$ is defined by $2A^Tr_0 = b$. Note that in the case of a parabola, $\det A = 0$, so it is not possible to define a center, but otherwise in the cases of a circle, ellipse, or hyperbola, $r_0$ exists.
Now, in Eq. ($1$), it's fairly obvious that if $r'$ is a solution, then so is $-r'$, so the equation is centered at the origin, and the original uncentered equation (Eq. ($0$)) has a point of inversion symmetry about $r_0$.
To demonstrate mirror symmetry, we simply note that $A$ always has an eigenvalue decomposition since it is a real symmetric matrix, so $A = U\Lambda U^T$ where $\Lambda = \operatorname{diag}(\lambda_1,\lambda_2)$ is diagonal and $U$ is orthogonal. Let us change coordinates again to $\rho = U^T r' = [\xi,\eta]^T$, so $$ \rho^T \begin{bmatrix}\lambda_1 & \\ & \lambda_2 \end{bmatrix} \rho + c' = \lambda_1\xi^2 + \lambda_2 \eta^2 + c' = 0 \qquad (2)$$ From this is it is obvious that the Eq. ($2$) has two mirror symmetries along the $\xi$ and $\eta$ axes. Furthermore, since $U$ is orthogonal, this means that translating back, Eq. ($0$) has two orthogonal lines of mirror symmetry going through $r_0$.