You can convert this integral in terms of elliptic functions. You need to make an assumption about the parameter $a$:
If $0<a<1$ we can continue with your approach:
First, note
$$ J=\intop_{0}^{\pi/2} \frac{\sin^{2}\left(\theta\right)}{\sqrt{1-k^2\sin^2\left(\theta\right)}}{d\theta} = \frac{K(k)-E(k)}{k^2}$$
To show this recall the definition of the complete elliptic integrals of the first and second kind, respectively:
$$K(k) = \intop_{0}^{\pi/2} \frac{1}{\sqrt{1-k^2\sin^2\left(\theta\right)}}{d\theta}$$
$$E(k) = \intop_{0}^{\pi/2} \sqrt{1-k^2\sin^2\left(\theta\right)}{d\theta}$$
Hence
$$\frac{1}{k^2}\left[K(k)-E(k)\right] = \frac{1}{k^2} \intop_{0}^{\pi/2} \left[\frac{1}{\sqrt{1-k^2\sin^2\left(\theta\right)}} - \sqrt{1-k^2\sin^2\left(\theta\right)}\right]{d\theta} =\frac{1}{k^2} \intop_{0}^{\pi/2} \left[\frac{1}{\sqrt{1-k^2\sin^2\left(\theta\right)}} - \frac{1-k^2\sin^2(\theta)}{\sqrt{1-k^2\sin^2\left(\theta\right)}}\right]{d\theta} = \intop_{0}^{\pi/2} \frac{\sin^{2}\left(\theta\right)}{\sqrt{1-k^2\sin^2\left(\theta\right)}}{d\theta} $$
Then
$$ I = \intop_{0}^{\pi/2}\frac{a^{2}\cos^{2}\left(\theta\right)}{\sqrt{1-a^2\sin^2\left(\theta\right)}}{d\theta} = a^2\intop_{0}^{\pi/2}\frac{1-\sin^{2}\left(\theta\right)}{\sqrt{1-a^2\sin^2\left(\theta\right)}}{d\theta} = a^2\intop_{0}^{\pi/2}\frac{1}{\sqrt{1-a^2\sin^2\left(\theta\right)}}{d\theta} - a^2\intop_{0}^{\pi/2}\frac{\sin^{2}\left(\theta\right)}{\sqrt{1-a^2\sin^2\left(\theta\right)}}{d\theta} = a^2K(a) -K(a)+E(a) =E(a)-a'^2K(a)$$
where $a' = \sqrt{1-a^2}$ is the complementary modulus
Hence
$$\boxed{\intop_{0}^{a}\sqrt{\frac{a^{2}-x^{2}}{1-x^{2}}}dx= E(a)-a'^2K(a)}$$
Note that Wolfram use a slight different notation for Elliptic integrals.
There are some nice approximations for the complete Elliptic integrals.
$$ K(k) \approx \frac{\pi}{2} \left(\frac{16-5k^2}{16-9k^2}\right) \quad 0\leq k\leq 0.67$$
$$ E(k) \approx \frac{\pi}{2} \left(\frac{16-7k^2}{16-3k^2}\right) \quad 0\leq k \leq 0.71$$
and you can find others when $k$ is close to $1$.
You can also find series expansions for both functions.