There are a few different styles in use, but all of them would use either three or four dots, whether written as four period characters, or a period characters followed by an ellipsis character, with different degrees of spacing. Obviously the form using three dots hides the distinction about there being sentences omitted.
All brackets in the examples below are meant to be part of the actual example, rather than my addition. Those ending with a dagger (†) are using a single-character elipsis (…) rather than three individual periods (...) which may or may not look identical to each other on your screen.
Some styles allowed by CMS:
"This is an interesting sentence.... The third sentence is amazing and should be included."
"This is an interesting sentence... The third sentence is amazing and should be included."
"This is an interesting sentence.… The third sentence is amazing and should be included."†
"This is an interesting sentence… The third sentence is amazing and should be included."†
"This is an interesting sentence. ... The third sentence is amazing and should be included."
"This is an interesting sentence. … The third sentence is amazing and should be included."†
Some styles allowed by MLA:
"This is an interesting sentence. [. . .] The third sentence is amazing and should be included."
"This is an interesting sentence. . . . The third sentence is amazing and should be included."
Note that this style uses extra spacing. I'd generally recommend against this entirely (it's a rather old-fashioned choice) if your style-guide allows, or you are not written to another style. Otherwise using a narrower space is a good idea. Just which narrower space would be typographically ideal would depend on the font, but in general using U+202F is a good choice because it should be around ¹⁄₆ – ¹⁄₅em wide and has non-breaking properties, so word-wrapping shouldn't cause it to be broken part way through.
"This is an interesting sentence. . . . The third sentence is amazing and should be included."
"This is an interesting sentence. [. . .] The third sentence is amazing and should be included."
(Likewise if using full-width spaces, use non-breaking forms so that you don't get your ellipses broken in two by word-wrapping).
On a related note, either don't capitalise the second part if it isn't the start of the original sentence, or indicate with brackets that it is your change:
"This is an interesting sentence.… and should be included."
"This is an interesting sentence.… [A]nd should be included."
Only use leading ellipses if you are eliding across one or more paragraph breaks:
"This is an interesting sentence.…
… The third sentence is amazing and should be included."