Fill the section of an ellipse with TikZ

A solution with clipping around the ellipse.

documentclass[tikz,border=3.14mm]{standalone}
begin{document}
    begin{tikzpicture}
        defa{-20} defb{115} % Angles for the filling
        defr{4} defR{3}     % Radii of the ellipse
        defell{(0,0) ellipse (r cm and R cm)}
        begin{scope}
            clip ell;
            filldraw[red,draw=black,thick] (0,0) -- (a:2*r cm) |- (b:2*r cm)-- cycle;  
        end{scope}             
        draw[thick] ell;
    end{tikzpicture}
end{document}

A simple approach using polar coordinates that does not require clipping:

documentclass[tikz,border=1mm]{standalone}
begin{document}
    begin{tikzpicture}[thick]
        draw (0:0) ellipse (4 and 3);
        draw[fill=red] (0:0) -- (-20:4 and 3) arc (-20:115:4 and 3) -- cycle;
    end{tikzpicture}
end{document}

Polar coordinates in TikZ are defines as (t:r) where t is the angular coordinate and r the radial coordinate (that is the distance from the center). The radius of the ellipse (which is equal to that of the arc part of the sector) is 4 and 3 which means that the larger radius is 4cm and the smaller radius is 3cm. This radius is also used as radial coordinate for the starting point of the arc of the sector.