In terms of easy out of the box I don't think there is anything. I have code drawing ellipses,
https://andrewpwheeler.com/2014/03/04/visualizing-multi-level-data-using-ellipses/.
I'm sure you know more about the different potential intervals Kirill than I do for this stuff, but I have some of Rick Wicklin's blog posts on the topic saved as reference, see
https://blogs.sas.com/content/iml/2014/07/23/prediction-ellipses-from-covariance.html or more generally
https://blogs.sas.com/content/?s=ellipse.
Slightly off topic, but one thing I am surprised no one has done is that the grammer of graphics should have mappable parameters for rotation and eccentricity (same as for color/size). I believe the underlying vector glyphs people use typically have those as parameters in the svg. That way you wouldn't need to draw a circle/ellipses as many connected lines, you could have a true vector representation. And then you could other cool stuff, such as a scatterplot with the point glyphs oriented to the mean of its group.