For example, if Peter is my source, should I say:
Peter mentioned his '... unquenchable thirst, a fatigued body...' as being part of the reason for his actions.
Or would I have to leave out the ellipses?
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No, you would leave out the ellipses there.
The Purdue OWL has a page about this; it lists this example:
According to Foulkes's study, dreams may express 'profound aspects of personality'.
Even if you aren't quoting Peter's remarks in their entirety, you don't need to use elipses, because your sentence is structured in a way that shows you are only using a small segment of his overall quotation (much like the preceding example).
The same site goes on to say:
If you omit a word or words from a quotation, you should indicate the deleted word or words by using ellipsis marks.
So, if Peter had said:
I quit because of my unquenchable thirst, a bad blister on my foot, and a fatigued body.
then you might say:
Peter mentioned his 'unquenchable thirst ... and a fatigued body' as being part of the reason for his actions.
Going back to your example, there is another way you could structure the sentence, to avoid the awkwardness of the article a:
Peter mentioned his 'unquenchable thirst' and 'fatigued body' as being part of the reason for his actions.
One generally does not place an ellipsis at the beginning of a quotation to indicate the omission of material, because it is usually evident (as in your example) that the quotation is only part of the original.
However you should use an ellipsis if the words as they appear in your quotation could be mistaken for a complete sentence, but in the original are only part of a longer sentence.
This page has a good example of where you should use ellipsis in the beginning of a quote:
Let's say the original is "I am here, and I am ready."
Here's how I could quote the sentence or part of it.
He said, "I am here, and I am ready." (no ellipsis)
He said, "[...] I am ready." (ellipsis before the quoted words because the quotation appears as a complete sentence in my writing, but the sentence I quote is actually part of a longer sentence, with the words that I deleted from the original in front of the words I quote)
He said, "I am here [...]." (ellipsis after the words I quote because the quoted words constitute a complete sentence as I present them, but in the original passage, there is actually more to the sentence after the words I quote)
In general, it is not necessary to put ellipses at the beginning or end of a quote. Any quote is an excerpt from a larger statement. We know you are not quoting everything that the person ever said or wrote in his life: it is not necessary to tell us that this person said other things before and after what you are quoting.
Personally, though -- and I can't give a reference on this, it is just my opinion -- I do include ellipses when I am leaving out potentially relevant material, even if it comes at the beginning or end.
Dr Jones said that "the nations that fall in this category are Britain, Nigeria, Columbia, ..."
For my purposes in the quote I may only care about these three, but if he listed others, it could be misleading to end the quote without some indication that the list continued.