If you are sticking with cartesian coordinates, then you will consider the points inside of the ellipsoid. The limits you wrote in your OP consider all points within $\pm a$,$\pm b$,$\pm c$ as @u8y7451 mentioned.
First, let's find our range of z.
$\frac{x^2}{a^2} + \frac{y^2}{b^2} + \frac{z^2}{c^2} \le 1$
$\frac{z^2}{c^2} \le 1- \frac{x^2}{a^2} - \frac{y^2}{b^2} $
$-c\sqrt{(1- \frac{x^2}{a^2} - \frac{y^2}{b^2})} \le z \le c\sqrt{(1- \frac{x^2}{a^2} - \frac{y^2}{b^2})}$
Next, we look at the projection of the ellipsoid onto the x-y plane.
$\frac{x^2}{a^2} + \frac{y^2}{b^2} \le 1$
This gives our value of y as a function of x.
$\frac{y^2}{b^2} \le 1 - \frac{x^2}{a^2}$
$-b\sqrt{(1 - \frac{x^2}{a^2})} \le y \le b\sqrt{(1 - \frac{x^2}{a^2})}$
$-a \le x \le a$
This should give you the proper ranges for your integrals as:
$\int\limits_{-a}^{a} \int_{-b\sqrt{1-x^2/a^2}}^{b\sqrt{1-x^2/a^2}}\int_{-c\sqrt{1-x^2/a^2 -y^2/b^2}}^{c\sqrt{1-x^2/a^2 -y^2/b^2}}1 dzdydx$
Apologies for the ugliness of that final formula.
EDIT: some further explanation.
Suppose you would like to calculate the area inside of an ellipse centered at the origin, with vertices at $(\pm a,0)$ and $(0,\pm b)$ (see image). To do so, you need to decide what values of $(x,y)$ are inside. Clearly, the limits along the $x$-axis are $[-a,+a]$. So you could start at $x=-a$ and move to the right. Now, at each $x$, what values of $y$ are inside the ellipse? From the formula for an ellipse:
$\frac{x^2}{a^2} + \frac{y^2}{b^2} \le 1 \implies $
$-b\sqrt{(1 - \frac{x^2}{a^2})} \le y \le b\sqrt{(1 - \frac{x^2}{a^2})}$
Now, we could stop here, and calculate the area with a single integral:
$2b\int\limits_{-a}^{a}\sqrt{(1 - \frac{x^2}{a^2})}dx$. [eqn 1]
Effectively we are integrating the height of the ellipse by the width $dx$ (see Fig 1A). This is what most students are more familiar with.

Alternatively, we can go one more step, and instead of integrating columns, we integrate over tiny areas of width $dx$ and height $dy$, centered around each point within the ellipse (this is a little hand-wavy but hopefully Fig 1B makes it clearer). So as before, we start at $x=-a$ moving to the right, and for each x we start at the lower limit of $y$ moving up.
$\int\limits_{-a}^{a} \int_{-b\sqrt{1-x^2/a^2}}^{b\sqrt{1-x^2/a^2}}dydx$ [eqn 2]

The original problem just takes this one step further into the z-dimension.. Hope this helps!