I have several suggestions, the first two untested. And, this would be a great feature request.
First, you might try using an anchored frame in the right or bottom margin instead of a frame with text wrap in line as Peter suggested. Perhaps follow the anchor for the frame with a page break marker. This might be manageable but not by any means efficient. For the design of a page to include such a frame, I’m thinking of the first two or three words from the top of the next verso that some printers used to put in the bottom margin of the preceding recto to help readers hold the thought of the writer while turning the page. A great help when one is reading aloud.
Second, I wonder if the ornament that marks the continuation could be exposed as a exportable and printable glyph with a script. I have no idea if this could be done but I have seen scripters bring to the surface other aspects of InDesign that are not accessible through the interface.
Third (and this I tried and there are a number of reasons not to use it if you value the integrity of the text), a character style that applies an underline using Japanese dots to a series of en spaces provides a sort of super-ellipsis. I’m going to play with this a bit and see if it can be improved.