Follow code , can be select edge of shell. don't select ellipse edeg.

result is  ellipse, not center line.

Private Sub del20161217()

    Dim SwApp As SldWorks.SldWorks, SwModel As ModelDoc2

         Set SwApp = Application.SldWorks

         Set SwModel = SwApp.ActiveDoc

    Dim SwSelMgr As SelectionMgr

         Set SwSelMgr = SwModel.SelectionManager

    Dim SwDispDim As DisplayDimension

         Set SwDispDim = SwSelMgr.GetSelectedObject5(1)

    Dim S, S1, S2

    Dim SwAnn As Annotation, Annotations

         Set SwAnn = SwDispDim.GetAnnotation

         With SwAnn

            S = .GetPosition

            S1 = .GetLeader

            Debug.Print S(0), S(1)

         End With

    Dim tmp

        tmp = SwModel.Extension.SelectByID2("", "EDGE", S(0), S(1) + 500 / 15 / 1000, 0, True, 0, Nothing, 0)

        tmp = SwModel.Extension.SelectByID2("", "EDGE", S(0), S(1) - 500 / 15 / 1000, 0, True, 0, Nothing, 0)

        SwModel.InsertCenterLine2

        Stop

        Stop

End Sub