Disable Mail.app "special" text replacements (i.e., ... –> …) that are not present in global settings
I'm able to get the behavior you want by disabling Edit > Substitutions > Smart Dashes per app.  It appears ellipses are grouped with dashes.  

If you want to use N and M dashes, they can be typed with ⌥- and ⌥⌘- , respectively.