I guess that you get an ellipse when the transfer functions to I and Q have a different phase. One mechanism could be that when driving MICH we make some residual PRCL and this couples with a different transfer function to both I and Q. However, I would expect no phase lag in the PRMI configuration, since there is no enough optical delay in the system to give significant dephasing at few hundreds Hz. This effect might come from mechanical resonances.

It is worth measuring the optical transfer functions from both PRCL and MICH to REFL signals at all frequencies, to see if we have strange features in the TFs.