The interactions between oblique and bow shock waves are significant problems related to the aerodynamic force and thermal performance of hypersonic vehicles, but few studies have considered the dynamic effect of the body's motion on the phenomena. In this work, a numerical study on the oblique and bow shock waves ahead of an elliptic cylinder rotating with a forced-oscillation approach was conducted at Mach 5 by solving the unsteady, two-dimensional Navier–Stokes equations in a non-inertial coordinate system. The hysteresis loops of aerodynamic coefficients were analyzed first, and it was found that the moment is sensitive to rotation. Then, two different hysteresis forms were found at positive and negative angles of rotation (AOR), corresponding to cases with the interference point above or below the wall, respectively. When AOR is positive, the rate-dependent transition hysteresis among various shock interaction types causes the movement of strong flow structures (reflected shock wave, Mach stem, and jet) to always lag behind the body's motion. When AOR is negative, besides the evolution hysteresis of flow structures, two unusual patterns between Edney Types III and VI were observed on different transition paths, which led to very different peak pressures. Also discussed are the driving mechanisms associated with the effect of the subsonic region and the downstream boundary of the interaction zone, as well as the modulating action of the formed virtual Laval flow channel. Additional simulations were performed to study the effect of rotation speed on the transition boundary and the transition structures between Types III and VI.