Probably the answer is negative. Your series is a restriction of the analytic function in two variables: $$F(\zeta,q)=\sum_{n=0}^\infty\frac{q^{n^2}}{n!}\zeta^n,\quad |q|\leq1,$$ obtained by setting $q=\exp(-ia)$ and $\zeta=|z|^2>0$.
This important function has been studied much recently, see lectures of Alan Sokal for a survey of known results, as Sokal says himself, there are many conjectures and almost no theorems, and there is no indication of its expression in terms of other special functions. (Except the trivial one: it is the "Hadamard product" of the "partial theta-function'' with the exponential, or Borel's transform of the partial theta function, but this partial theta-function is itself outside of the set of usual special functions, and its properties make a current research subject.)
The case when your $a$ is real, that is $|q|=1$ is especially difficult and mysterious.