I need to research sites with similar functionality to this one: https://weima.com/en/ but I can only find side scrollers or vertical ones - not both together - please could someone suggest a search term?
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You can try search "multi-directional" scrolling sites, but I don't think they are necessarily what they claim to be. I looked up some of them and this is one link I found with a collection of them: https://onepagelove.com/tag/multi-scroll
But as far as the site you referenced is concerned, it is worth looking under the hood to see what is really going on, but I don't think you'll find that it is really as multi-directional as some of the others in that list (e.g. http://ufomammoot.de/en/).
The side scrolling is only limited to the top section of the page, so in effect it is similar to a carousel UI element that is stretched across the entire page. They created a more fluid look and feel with the scrolling by showing a complete section plus a portion of the next element in the carousel, and this allows the user to discover the scrolling feature if they don't see the call-to-action.
Otherwise the entire page scrolls like any normal web page, but with the way other interface elements are overlaid on top of each other it creates the parallax scrolling effect (you can do this horizontally or vertically) that you see.
I am not aware of any websites that allow you to scroll both horizontally and vertically at the same time, unless it is something map related because it is important to keep the x and y-axis reference at the same time. Otherwise I think it is something of a relic from the days when responsive design layouts were non-existent and user interface elements were not so modular; or it could be a one-page site used to showcase something that is more multi-dimensional in nature.
I think what you are looking for is diagonal or parallax scrolling. Not entirely sure it is a great UX experience but some of these are interesting.
Here is a bit of a discussion about how to do it: https://greensock.com/forums/topic/12082-diagonal-parallax-scrolling-can-it-be-done/
Here are some examples: