Fontself doesn't allow you to enter 3 dots to make ellipsis yet, so instead type (or copy/paste) the exact character: …
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And if you want to create a custom ligature when automated substitutions don't replace the three dots by the ellipsis glyph, you can create a duplicate of this ellipsis glyph and enter ....lig (three dots + one dot + lig ) to turn it into a ligature.
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That will do the trick :)