I have found a solution for me that works fine. I calculate the point first for a cricle, interpolate them wit the function of the first post, then I transform them to the ellipse and mak the BSplineCurve:
ellipse[o_, a_, b_, \[Alpha]1_, \[Alpha]2 := Module[
{m, o1, a1, b1, pts},
m = TransformationMatrix[
FindGeometricTransform[{{0, 0}, {1, 0}, {0, 1}}, {o, o + a,
o + b}][[2]]];
pts = interpolate[
Table[Cos[t]*{1, 0} +
Sin[t]*{0,
1}, {t, \[Alpha]1, \[Alpha]2, (\[Alpha]2 - \[Alpha]1)/n}]];
pts = Append[Transpose[pts], Table[1, Length[pts]]];
pts = Transpose[Inverse[m].pts][[All, 1 ;; -2]];
BSplineCurve[pts]
];
The result looks perfect with only few points:

But this works only for ellipses. For now I'm happy with this workaround. But If somebody has a solution to convert any parametric functions in Splines, I'm still very interested in this.