Difficult trigonometric integral. [Solved]
By using the Maclaurin series of $\exp(x)$ and $\cos(x)$ both integrals boil down to the computation of
$$ \int_{0}^{\pi/2}\frac{\left(\cos x\right)^n}{a^2 \sin^2(x)+b^2\cos^2(x)}\,dx=\int_{0}^{\pi/2}\frac{\left(\sin x\right)^n}{a^2 \sin^2(x)+b^2\cos^2(x)}\,dx $$ which can be tackled thrugh the tangent half-angle substitution and the residue theorem.
Here is an outline of the approach I have taken to solve this integral.
First rewrite the integral $(1)$ in Cartesian variables:
$$I=\int_{-\infty}^{\infty} \mathrm{d}^3v~ \frac{3x^2y^2v_z^2}{y^2v_x^2+x^2v_y^2+x^2y^2v_z^2}\cos(uv_x)\exp\left(-\frac{v_x^2}{2}-\frac{v_y^2}{2}-\frac{v_z^2}{2}\right). $$
Now use the following substitution
$$ \frac{1}{y^2v_x^2+x^2v_y^2+x^2y^2v_z^2}=\int_{0}^{\infty}d\tau~\mathrm{ e^{-(y^2v_x^2+x^2v_y^2+x^2y^2v_z^2)\tau}},$$
such that
$$ I=\int_{0}^{\infty}d\tau\int_{-\infty}^{\infty} \mathrm{d}^3v~3x^2y^2v_z^2\cos(uv_x) \mathrm{e^{-v_x^2(\tau y^2+1/2)-v_y^2(\tau x^2+1/2)-v_z^2(\tau x^2y^2+1/2)}}. $$
The $(v_x,v_y,v_z)$ integrals can be evaluated with the help of Mathematica. The results gives
$$ \int_{-\infty}^{\infty} \mathrm{d}^3v~3x^2y^2v_z^2\cos(uv_x) \mathrm{e^{-\alpha v_x^2-\beta v_y^2-\gamma v_z^2}}=\frac{3\pi^{3/2}}{2x^2y^2}\frac{\exp\left(-\frac{u^2}{4y^2}\frac{1}{\tau+1/2y^2}\right)}{\left(\tau+1/2x^2y^2\right)^{3/2}\left(\tau+1/2x^2\right)^{1/2}\left(\tau+1/2y^2\right)^{1/2}}.$$
Thereby,
$$ I= -\frac{3~\mathrm{const}}{x^2y^2~\mathrm{const}}\int_{0}^{\infty}\mathrm{d\tau}\frac{\exp\left(-\frac{u^2}{4y^2}\frac{1}{\tau+1/2y^2}\right)}{\left(\tau+1/2x^2y^2\right)^{3/2}\left(\tau+1/2x^2\right)^{1/2}\left(\tau+1/2y^2\right)^{1/2}}. $$
Now, performing the substitution $\tau=\frac{1-x^2}{2x^2y^2k^2}-\frac{1}{2x^2y^2}$ gives us
$$ I=(\mathrm{const})~\frac{3x~y}{(1-x^2)^{3/2}}\int_{0}^{\sqrt{1-x^2}}\mathrm{dk}\frac{k^2\exp\left(-\frac{u^2}{2}\frac{x^2k^2}{\left(1-x^2\right)\left(1-k^2\right)}\right)}{\sqrt{1-k^2}\sqrt{1-k^2\frac{1-y^2}{1-x^2}}}, $$
which is the desired integral unless of a constant. ;)