along with the series for $e^{ax}$ to get $$
\begin{align}
\int_{-\pi/2}^{\pi/2}e^{a\sin(x)}\cos^2(x)\,\mathrm{d}x
&=\int_{-\pi/2}^{\pi/2}e^{a\sin(x)}\cos(x)\,\mathrm{d}\sin(x)\\
&=\int_{-1}^1e^{au}\sqrt{1-u^2}\,\mathrm{d}u\\
&=\frac\pi2\sum_{k=0}^\infty\frac{a^{2n}}{2^{2n}n!(n+1)!}
\end{align}
$$