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> … while available as a special character, it is often better to construct this using suitably sized non-breaking spaces

I'm curious why? Kerning? Regardless, it sounds like a lot of work

> but really should find a copy of the actual magazine....

Uh, "..." ;)

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The big reason for manually constructing an ellipsis is to ensure consistent spacing for the 3 and 4 dot forms --- some typefaces will include both, but may not fit well if the type specs have the text set tight or loose.

My apologies, should I have typed \thinspace.\thinspace.\thinspace.\thinspace.?

The four dot ellipses is for use in quoted text, although how it's used (if at all) depends on the style guide. As you weren't quoting anyone but simply indicating an incomplete thought of your own, a three dot ellipses is the correct form.

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