Oblique meaning not a regular cone; its apex makes an angle to the base.
An alternate way of visualizing this: consider a sphere centered at the origin. The sphere traces a circle on the XY-plane. Now consider a point A anywhere on the sphere, and another point B on the circle. Now as B traces around the circle, length AB varies. I an trying to draw the solid (or surface) with AB as the generator.
The pics and video below would give you the final idea of the solid I want to generate:
https://youtu.be/Z8RAn6Dkz7w - animation
https://ggbm.at/vrEC7tDs - geogebra worksheet (3d)