Given is an ellipse $ e$ in the plane. Find the locus of all points $ P$ in space such that the cone of apex $ P$ and directrix $ e$ is a right circular cone.
1. **Identify the given elements and their relationships:**
   - Let \( e \) be the ellipse in the plane.
   - Let \( E \) and \( F \) be the foci of the ellipse.
   - Let \( A \) and \( B \) be the points where the line segment \( EF \) intersects the ellipse, forming the major axis \( AB \).

2. **Understand the condition for the cone:**
   - The cone with apex \( P \) and directrix \( e \) is a right circular cone.
   - This implies the existence of two Dandelin spheres \( \mathcal{S}_e \) and \( \mathcal{S}_f \) that are tangent to the cone and the plane of the ellipse \( (\epsilon) \) at points \( E \) and \( F \) respectively.

3. **Analyze the geometry of the Dandelin spheres:**
   - The centers of the Dandelin spheres, \( I_e \) and \( I_f \), lie on the rotation axis of the cone, which passes through \( P \).
   - The lines \( EI_e \) and \( FI_f \) are perpendicular to the plane \( (\epsilon) \).
   - The plane \( \nu \) containing \( P, I_e, \) and \( I_f \) is perpendicular to \( (\epsilon) \) and intersects \( (\epsilon) \) along the line \( AB \).

4. **Consider the intersections of the plane \( \nu \) with the Dandelin spheres:**
   - The plane \( \nu \) intersects the spheres \( \mathcal{S}_e \) and \( \mathcal{S}_f \) in circles, which are the incircle and the P-excircle of the triangle \( \triangle PAB \).
   - Let \( (I_e) \) be the incircle and \( (I_f) \) be the P-excircle of \( \triangle PAB \).

5. **Examine the properties of the incircle and P-excircle:**
   - The incircle \( (I_e) \) touches the sides \( PA \) and \( PB \) at points \( U \) and \( V \) respectively.
   - The P-excircle \( (I_f) \) touches the sides \( PA \) and \( PB \) at points \( U' \) and \( V' \) respectively.

6. **Derive the condition for \( P \) to lie on a hyperbola:**
   - The difference in distances from \( P \) to the points \( A \) and \( B \) is constant:
     \[
     PB - PA = (PV + VB) - (PU + UA) = EB - EA = EF = \text{const}
     \]
   - This implies that \( P \) lies on a hyperbola \( h \) in the plane \( \nu \) with foci \( A \) and \( B \) and major axis \( EF \).

The final answer is the locus of all points \( \boxed{ P } \) is a hyperbola \( h \) in the plane \( \nu \) with foci \( A \) and \( B \) and major axis \( EF \).