I don't have a background in mechanical engineering, so I can't really give you much advice. That said, it sounds like you might be looking to make a bevel gear (https://en.wikipedia.org/wiki/Bevel_gear).
If I was to try to model them, I would start by creating single gear tooth with a tapered thickness and tapered height. Then I would make a circular pattern of it so the teeth would lie on the surface of a 45 degree cone shape. Then I'd fill in the rest of the space with a revolve.
Then the challenge would be to make the 2 gears correctly fit together. My assumption is that to get it to work the second gear should have the same spacing between the teeth as the previous gear. This should be possible by ensuring that they both have the same ratio of circumference to number of teeth.
That would be my general idea, but again, I don't have any professional experience in the area so please don't use this for anything important. Hopefully someone more knowledgeable can come by and provide better advice.
Max Strater
Sr. Software Engineer