\[ \boxed { {\frac {{\rm d}^{2}}{{\rm d}{x}^{2}}}y \left ( x \right ) - \left ( {\frac {m \left ( m-1 \right ) }{ \left ( \cos \left ( x \right ) \right ) ^{2}}}+{\frac {n \left ( n-1 \right ) }{ \left ( \sin \left ( x \right ) \right ) ^{2}}}+a \right ) y \left ( x \right ) =0} \]
Mathematica: cpu = 0.954121 (sec), leaf count = 615 \[ \left \{\left \{y(x)\to \frac {c_2 (-1)^{\frac {1}{2} (-2 m-1)+1} \cos ^2(x)^{\frac {1}{4} (-2 m-1)+1} \left (\cos ^2(x)-1\right )^{\frac {1}{2} \left (\frac {4 a m+4 \sqrt {-a} n^2+4 a n-4 \sqrt {-a} n+4 (-a)^{3/2}+8 \sqrt {-a} a+\sqrt {-a}+4 m n^2-4 m n+m+4 n^3-4 n^2+n}{8 a+8 n^2-8 n+2}+\frac {1}{2} \left (-\sqrt {-a}+m+n\right )+\frac {1}{2} (-2 m-1)+1\right )-\frac {1}{4}} \, _2F_1\left (\frac {1}{2} (-2 m-1)+\frac {1}{2} \left (m+n-\sqrt {-a}\right )+1,\frac {1}{2} (-2 m-1)+\frac {4 n^3+4 m n^2+4 \sqrt {-a} n^2-4 n^2+4 a n-4 m n-4 \sqrt {-a} n+n+4 (-a)^{3/2}+8 \sqrt {-a} a+4 a m+m+\sqrt {-a}}{8 n^2-8 n+8 a+2}+1;\frac {1}{2} (-2 m-1)+2;\cos ^2(x)\right )}{\sqrt {\cos (x)}}+\frac {c_1 \cos ^2(x)^{\frac {1}{4} (2 m+1)} \left (\cos ^2(x)-1\right )^{\frac {1}{2} \left (\frac {4 a m+4 \sqrt {-a} n^2+4 a n-4 \sqrt {-a} n+4 (-a)^{3/2}+8 \sqrt {-a} a+\sqrt {-a}+4 m n^2-4 m n+m+4 n^3-4 n^2+n}{8 a+8 n^2-8 n+2}+\frac {1}{2} \left (-\sqrt {-a}+m+n\right )+\frac {1}{2} (-2 m-1)+1\right )-\frac {1}{4}} \, _2F_1\left (\frac {1}{2} \left (m+n-\sqrt {-a}\right ),\frac {4 n^3+4 m n^2+4 \sqrt {-a} n^2-4 n^2+4 a n-4 m n-4 \sqrt {-a} n+n+4 (-a)^{3/2}+8 \sqrt {-a} a+4 a m+m+\sqrt {-a}}{8 n^2-8 n+8 a+2};\frac {1}{2} (2 m+1);\cos ^2(x)\right )}{\sqrt {\cos (x)}}\right \}\right \} \]
Maple: cpu = 0.140 (sec), leaf count = 105 \[ \left \{ y \left ( x \right ) ={\it \_C1}\, \left ( \cos \left ( x \right ) \right ) ^{m} \left ( \sin \left ( x \right ) \right ) ^{n} {\mbox {$_2$F$_1$}({\frac {n}{2}}+{\frac {m}{2}}+{\frac {i}{2}}\sqrt {a},{\frac {n}{2}}+{\frac {m}{2}}-{\frac {i}{2}}\sqrt {a};\,{\frac {1}{2}}+m;\, \left ( \cos \left ( x \right ) \right ) ^{2})} +{\it \_C2}\, \left ( \cos \left ( x \right ) \right ) ^{-m+1} \left ( \sin \left ( x \right ) \right ) ^{n} {\mbox {$_2$F$_1$}({\frac {n}{2}}-{\frac {m}{2}}+{\frac {i}{2}}\sqrt {a}+{\frac {1}{2}},{\frac {n}{2}}-{\frac {m}{2}}-{\frac {i}{2}}\sqrt {a}+{\frac {1}{2}};\,{\frac {3}{2}}-m;\, \left ( \cos \left ( x \right ) \right ) ^{2})} \right \} \]