If $L=\int\limits_{-\infty}^\infty a^{x^2} dx$, then your first equation requires that $L=L^2$. So either $L=0$ or $L=1$.
Since $a^{x^2}\geq0$, the only way for $L$ to be $0$ is if $a=0$.
If $L=1$, then
$$\begin{align}
&\int\limits_{-\infty}^\infty\int\limits_{-\infty}^\infty a^{x^2+y^2}\, dx\, dy = 1\\
\implies&\int\limits_{0}^{2\pi}\int\limits_{0}^\infty a^{r^2}\, r\,dr\, d\theta = 1\\
\implies&2\pi\int\limits_{0}^\infty a^{r^2}\, r\,dr = 1\\
\implies&\lim_{t\to\infty}\pi\left[\frac{1}{\ln(a)}a^{r^2}\right]_0^{t} = 1\\
\implies&\lim_{t\to\infty} a^{t^2} = \frac{\ln(a)}{\pi}+1
\end{align}$$
The limit on the left is only defined for $a\leq1$, and it is either $1$ (if $a=1$) or $0$. $a=1$ is not a solution since it makes the original integral infinite. So
$$0=\frac{\ln(a)}{\pi}+1$$ which implies $a=e^{-\pi}$.
puzzle
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