Aerial user equipments (AUEs) levitating in the air are growingly used in various applications for the agility, but leads to link fluctuation and deterioration of handover (HO) performance, which is marked in heterogeneous networks (HetNets). However, existing HO models have not investigated HO performance of cellular-connected unmanned aerial vehicles (UAVs) under the influence of shadow fading at different altitudes. This paper proposes a 3D boundary model derived by trigger conditions to analyze HO performance of aerial users considering the shadow fading effect in two-tier HetNets, where the 3D HO trigger boundary and handover failure (HF) boundary are both in the form of a hemispherical shell with typical small base station (SBS) as center, composed of the point sets corresponding to the above HO events, which are derived by the Received Signal Strength (RSS) ratio of target SBS to source macro base station (MBS). Especially, the calculation of HO events probabilities under trigger conditions are transformed to the relationship between time-to-trigger (TTT) and during time inside 3D boundary by exploring the positional relationship between straight line and hemispherical shell boundaries. Thus, the compact expressions of HO probability, HF probability and PP probability are obtained to quantify the effect of 3D mobility and HO parameters in various deployment of HetNets. Theoretical results show that HF and PP probability dramatically drop by 68.5% and 47.1% when <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$H=20$</tex-math></inline-formula> m comparing to scenario of terrestrial users and HetNets deployment should be considered when choosing appropriate HO parameters.