We use micromagnetic simulations to map out and compare, the linear and auto-oscillating modes in constriction-based spin Hall nano-oscillators as a function of applied magnetic field with varying magnitude and out-of-plane angle. We demonstrate that for all possible applied field configurations the auto-oscillations emerge from the localized linear modes of the constriction. For field directions tending towards the plane, these modes are of the so-called "edge" type, i.e. localized at the opposite sides of the constriction. When the magnetization direction instead approaches the film normal, the modes transform to the so-called "bulk" type, i.e. localized inside the constriction with substantially increased precession volume, consistent with the re-distribution of the magnetic charges from the sides to the top and bottom surfaces of the constriction. In general, the threshold current of the corresponding auto-oscillations increases with the applied field strength and decreases with its outof-plane angle, consistent with the behavior of the internal field and in good agreement with a macrospin model. A quantitative agreement is then achieved by taking into account the strongly non-uniform character of the system via a mean-field approximation. Both the Oe field and the spin transfer torque from the drive current increase the localization and decrease the frequency of the observed mode. Furthermore, the anti-symmetric Oe field breaks the lateral symmetry, favoring the localized mode at one of the two constriction edges, in particular for large out-of-plane field angles where the threshold current is significantly increased and the edge demagnetization is suppressed.