The roots of the quadratic equation are
$$z_{1,2}=-\frac{a_1}{2}\pm\sqrt{\frac{a_1^2}{4}-a_2}\tag{1}$$
For $a_1^2/4\ge a_2$, the roots are real-valued. In that case we require
$$-1<z_{1,2}<1\tag{2}$$
Let's start with the first inequality (from the left) in $(2)$:
$$-1+\frac{a_1}{2}<\pm\sqrt{\frac{a_1^2}{4}-a_2}\tag{3}$$$$-1+\frac{a_1}{2}<-\sqrt{\frac{a_1^2}{4}-a_2}\tag{3}$$
Note that the minus sign before the square root represents the more restrictive constraint.
Squaring $(3)$ (note that $<$ becomes $>$) and rearranging gives
$$a_1-a_2<1\tag{4}$$
In the same way you can obtain the other inequality by considering the second inequality in $(3)$ (with a positive sign before the square root):
$$a_1+a_2>-1\tag{5}$$