Similar to Solve initial value problem for $u_{tt} - u_{xx} - u = 0$ using characteristics,
Let $\begin{cases}p=\dfrac{x+y}{2}\\q=\dfrac{x-y}{2}\end{cases}$ ,
Then $\dfrac{\partial z}{\partial x}=\dfrac{\partial z}{\partial p}\dfrac{\partial p}{\partial x}+\dfrac{\partial z}{\partial q}\dfrac{\partial q}{\partial x}=\dfrac{1}{2}\left(\dfrac{\partial z}{\partial p}+\dfrac{\partial z}{\partial q}\right)$
$\dfrac{\partial z}{\partial y}=\dfrac{\partial z}{\partial p}\dfrac{\partial p}{\partial y}+\dfrac{\partial z}{\partial q}\dfrac{\partial q}{\partial y}=\dfrac{1}{2}\left(\dfrac{\partial z}{\partial p}-\dfrac{\partial z}{\partial q}\right)$
$\dfrac{\partial^2z}{\partial x^2}=\dfrac{\partial}{\partial x}\left(\dfrac{1}{2}\left(\dfrac{\partial z}{\partial p}+\dfrac{\partial z}{\partial q}\right)\right)=\dfrac{\partial}{\partial p}\left(\dfrac{1}{2}\left(\dfrac{\partial z}{\partial p}+\dfrac{\partial z}{\partial q}\right)\right)\dfrac{\partial p}{\partial x}+\dfrac{\partial}{\partial q}\left(\dfrac{1}{2}\left(\dfrac{\partial z}{\partial p}+\dfrac{\partial z}{\partial q}\right)\right)\dfrac{\partial q}{\partial x}=\dfrac{1}{4}\dfrac{\partial^2z}{\partial p^2}+\dfrac{1}{4}\dfrac{\partial^2z}{\partial p\partial q}+\dfrac{1}{4}\dfrac{\partial^2z}{\partial p\partial q}+\dfrac{1}{4}\dfrac{\partial^2z}{\partial q^2}=\dfrac{1}{4}\dfrac{\partial^2z}{\partial p^2}+\dfrac{1}{2}\dfrac{\partial^2z}{\partial p\partial q}+\dfrac{1}{4}\dfrac{\partial^2z}{\partial q^2}$
$\dfrac{\partial^2z}{\partial y^2}=\dfrac{\partial}{\partial y}\left(\dfrac{1}{2}\left(\dfrac{\partial z}{\partial p}-\dfrac{\partial z}{\partial q}\right)\right)=\dfrac{\partial}{\partial p}\left(\dfrac{1}{2}\left(\dfrac{\partial z}{\partial p}-\dfrac{\partial z}{\partial q}\right)\right)\dfrac{\partial p}{\partial y}+\dfrac{\partial}{\partial q}\left(\dfrac{1}{2}\left(\dfrac{\partial z}{\partial p}-\dfrac{\partial z}{\partial q}\right)\right)\dfrac{\partial q}{\partial y}=\dfrac{1}{4}\dfrac{\partial^2z}{\partial p^2}-\dfrac{1}{4}\dfrac{\partial^2z}{\partial p\partial q}-\dfrac{1}{4}\dfrac{\partial^2z}{\partial p\partial q}+\dfrac{1}{4}\dfrac{\partial^2z}{\partial q^2}=\dfrac{1}{4}\dfrac{\partial^2z}{\partial p^2}-\dfrac{1}{2}\dfrac{\partial^2z}{\partial p\partial q}+\dfrac{1}{4}\dfrac{\partial^2z}{\partial q^2}$
$\therefore a^2z+\dfrac{1}{4}\dfrac{\partial^2z}{\partial p^2}+\dfrac{1}{2}\dfrac{\partial^2z}{\partial p\partial q}+\dfrac{1}{4}\dfrac{\partial^2z}{\partial q^2}-\dfrac{1}{4}\dfrac{\partial^2z}{\partial p^2}+\dfrac{1}{2}\dfrac{\partial^2z}{\partial p\partial q}-\dfrac{1}{4}\dfrac{\partial^2z}{\partial q^2}=0$
$a^2z+\dfrac{\partial^2z}{\partial p\partial q}=0$
$\dfrac{\partial^2z}{\partial p\partial q}=-a^2z$
Similar to Second order hyperbolic PDE,
The general solution is $z(p,q)=\int_0^pf(s)J_0\left(\dfrac{2\sqrt{q(p-s)}}{a}\right)~ds+\int_0^qg(s)J_0\left(\dfrac{2\sqrt{p(q-s)}}{a}\right)~ds$
$z(x,y)=\int_0^\frac{x+y}{2}f(s)J_0\left(\dfrac{2}{a}\sqrt{\dfrac{x-y}{2}\left(\dfrac{x+y}{2}-s\right)}\right)~ds+\int_0^\frac{x-y}{2}g(s)J_0\left(\dfrac{2}{a}\sqrt{\dfrac{x+y}{2}\left(\dfrac{x-y}{2}-s\right)}\right)~ds$
$z(x,y)=\int_0^{x+y}F(s)J_0\left(\dfrac{\sqrt{(x-y)(x+y-s)}}{a}\right)~ds+\int_0^{x-y}G(s)J_0\left(\dfrac{\sqrt{(x+y)(x-y-s)}}{a}\right)~ds$