The question:
Let $\gamma$ be a contour such that $0 \in I(\gamma),$ where $I$ is the interior of the contour. Show that
$$\int_\gamma z^n \, \text{d}z = \begin{cases} 2\pi i & \text{if } n = -1 \\ 0 & \text{otherwise} \end{cases}$$
By taking $\gamma$ as the ellipse
$$\{ (x,y) : \frac{x^2}{a^2} + \frac{y^2}{b^2} = 1 \},$$ show that $$ \int_0^{2 \pi } \frac{dt}{a^2 \cos^2 t + b^2 \sin^2 t} = \frac{2 \pi}{ab}.$$
The question's answer uses the Deformation theorem and the fact that the first integral has the given value if the contour is a unit circle. However, the two contours must not overlap, so it seems like this should only be true for a contour that either always has magnitude less than one or greater than one. In Mathematica, the final integral was true for the case that $a = 1.5$ and $b=0.4$. What am I missing?
Edit: The radius of the circle cancels in the integral if $n = -1$, so then it does hold irrespective of the radius.
We assume that $a$ and $b$ are real-valued and positive-valued parameters.
Let $z=e^{it}$ so that $\cos t = \frac12(z+z^{-1})$, $\sin t=\frac1{2i}(z-z^{-1})$, $dt=dz/iz$ and $t$ goes from $0$ to $2\pi$. Then,
$$\begin{align} \int_0^{2\pi} \frac{dt}{a^2\cos^2 t+b^2\sin^2t}&=\oint_C \frac{1}{a^2\frac14(z+z^{-1})^2-b^2\frac14(z-z^{-1})^2}\frac{dz}{iz}\\\\ &=-\frac{4i}{a^2-b^2}\oint_C\frac{zdz}{z^4+2\frac{a^2+b^2}{a^2-b^2}+1} \end{align}$$
where $C$ is the unit circle. Roots of the denominator are at $\pm i \sqrt{\frac{a-b}{a+b}}$ and $\pm i \sqrt{\frac{a+b}{a-b}}$. For $a>b$, the roots inside the unit circle are $\pm i \sqrt{\frac{a-b}{a+b}}$. The residues of the integrand are easy to compute and both are given by
$$\frac12\frac{a^2-b^2}{4ab}.$$
Thus, we have that
$$\begin{align} \int_0^{2\pi} \frac{dt}{a^2\cos^2 t+b^2\sin^2t}&=-\frac{4i}{a^2-b^2}2\pi i\sum \text{Res}\left(\frac{z}{z^4+2\frac{a^2+b^2}{a^2-b^2}+1}\right)\\\\ &=-\frac{4i}{a^2-b^2}2\pi i\left(2\frac12\frac{a^2-b^2}{4ab}\right)\\\\ &=\frac{2\pi}{ab} \end{align}$$
as was to be shown. If $b>a$, symmetry considerations show that the value of the integral is unchanged.
NOTE:
This integral can be evaluated without appeal to contour integration. We see that
$$\begin{align} \int_0^{2\pi} \frac{dt}{a^2\cos^2 t+b^2\sin^2t}&=\frac{4}{a^2}\int_0^{\pi/2}\frac{\sec^2 t}{1+\frac{b^2}{a^2}\tan^2 t}\,dt\\\\ &=\frac{4}{ab}\int_0^{\infty}\frac{du}{1+u^2}\\\\ &=\frac{4}{ab}\frac{\pi}{2}\\\\ &=\frac{2\pi}{ab} \end{align}$$
as expected!!
NOTE 2:
If one chooses to parameterize with an ellipse, then we let $z=a\cos t+ib\sin t$ and $dz=(-a\sin t+ib \cos t)dt$. Note that the integral around the ellipse $C'$ is
$$\begin{align} \int_0^{2\pi}\frac{dt}{a^2 \cos^2t+b^2\sin^2t}&=\oint_{C'}\frac{1}{ab}\text{Im}\left(\frac{\bar z\,dz}{|z|^2}\right)\\\\ &=\oint_{C'}\frac{1}{ab}\text{Im}\left(\frac{dz}{z}\right)\\\\ &=\frac{1}{ab}\text{Im}\left(2\pi i\right)\\\\ &=\frac{2\pi}{ab} \end{align}$$
again as expected.