First find where the cone intersects the inner sphere:
$$x^2+y^2=1-z^2$$
$$z^2=3-3z^2$$
$$z^2=\frac{3}{4}$$
This means that the radius of the boundary between the cone and inner sphere is $\frac{1}{2}$, and the radius of the boundary between the cone and the radius of the boundary for the outer sphere can be found to be $\frac{\sqrt{33}}{2}$, using the same process. Converting the sphere equations into cylindrical coordinates and using as bounds $0 \le \theta < 2\pi$ and $\frac{1}{2}\le r < \frac{\sqrt{33}}{2}$, the volume integral is as follows:
$$V=\int_0^{2\pi}\int_{\frac{1}{2}}^{\frac{\sqrt{33}}{2}}(\sqrt{9-r^2}-\sqrt{1-r^2})rdr d\theta$$
A similar procedure can be followed to find the integral in rectangular and spherical coordinates.