With your first question, I don't think there's anything wrong with ellipses and a question mark, but I personally wouldn't punctuate that sentence that way. Since the phrase is an independent clause (complete sentence), I'd just have the question mark. However, if you wanted to indicate someone's voice trailing off in the middle of a question, I would use something like that. For example:
"Sarah, where is your brother? Have you . . . ?"
This would usually be accompanied by some sort of character action to indicate what sort of subtext is hiding in the part that's left out (is it a disappointment to the character, is it something alarming? etc, etc.).
You're exactly right about info dumps. Readers hate them, so it's a lot better to work all those details you want them to know into a scene. Have people talk about points of history, have people do things that are interesting local customs and then have the narrator gently indicate that this is the way things are done in that part of the world, etc, etc. Ie:
"I haven't seen this many damn tourists since Alyran troops rolled through here," Derek said, leaning on his gondolier's pole. "Where you want to go?"
The woman's close-cut dress glittered in the sunlight, and Derek guessed it was infused with silver dust. It must have been latest fashion on whatever planet these people hailed from--he'd seen countless others stumbling up the pier this morning, their tight dresses tripping them up as the spikes of their heels caught between the boards. This one, though, she'd strolled up calm as could be, like she'd walked those piers all her life. And there was something else different about her, too. She wore her hair in the local fashion, looped into braids next to her ears and with a high bun.
It's a bit clumsy (not enough in-the-now action, I think), but you can see that we get a bit of characterization for Derek, and some for the mysterious lady, and then lots of surrounding details about some of the customs--that there are lots of tourists currently, that this place may be a tourist location that is seeing a burst of activity or may be a place that doesn't normally have a lot of tourists, that there was some sort of historical event that involved troops that may have affected how many tourists came to the place, that these tourists dress funny (or perhaps more elegantly than the locals), that women local to this area wear their hair a certain way. The reader will get all of this information without feeling like they're just being told it by the narrator, since it comes through the filter of a character.
