I checked three widely used style guides (Chicago Manual of Style, fifteenth edition; Words Into Type, third edition; and Oxford Style Manual), and they don't cover this question at all.
For the most part, style guides are concerned with the use of ellipsis points to indicate omissions from quotations or to signal a speaker's voice or thought trailing off in dialogue or narration. The situation that you are describing involves, in essence, using ellipsis points to indicate a fading out of one text element (a chapter title) and a fading in of another (body copy of the chapter proper). That is, the punctuation serves as a transition device, in a somewhat gimmicky way.
Since reference-work advice on this point is hard to find, you are on your own in deciding how to handle the ellipsis. I wouldn't use it at all, any more than I would start a chapter with
Chapter 9: DON'T HURT ANIMALS,
or kill them for that matter. Blah blah blah.
Chapter 9: DON'T HURT ANIMALS.
Or kill them for that matter. Blah blah blah.
because I don't see what valuable point I would attain by using such an approach. Avoiding repeating the three words of the chapter title in the main text that follows? Emphasizing that the chapter title is indeed the subject that I plan to plunge into without further ado? Doing something cute and unorthodox at the start of a chapter to shake things up a bit? None of those rationales seems particularly compelling to me.
But if you want to do it, you can proceed in whichever way you like. One of the benefits of doing something rather odd (stylistically speaking) is that guides to the conventional handling of style issues pretty much leave you alone.