What you wrote is
$$ \begin{eqnarray} s_+ &=& \sqrt{x^2+y^2+z^2} + z,\\\ s_- &=& \sqrt{x^2+y^2+z^2} - z.\\\ \end{eqnarray} $$
As both are positive, we can take the square root, thus
$$ \begin{eqnarray} t_+ &=& \sqrt{\sqrt{x^2+y^2+z^2} + z},\\\ t_- &=& \sqrt{\sqrt{x^2+y^2+z^2} - z}.\\\ \end{eqnarray} $$
Note that
$$ \begin{eqnarray} t_+ t_- &=& \sqrt{x^2+y^2},\\\ \frac{t_+^2 - t_-^2}{2} &=& z, \end{eqnarray} $$
so
$$ \begin{eqnarray} x &=& \cos(\phi) t_+ t_-,\\\ y &=& \sin(\phi) t_+ t_-,\\\ z &=& \frac{t_+^2 - t_-^2}{2}. \end{eqnarray} $$
These coordinates are known as _Paraboloidal_ coordinates $(\phi,u,v)$.
What you have defined is $(\phi,s_+,s_-) = (\phi,u^2,v^2)$.
We can call then the _partly squared paraboloidal_ or the _NicoDean_ coordinates...