In writing, the elipsesellipsis (not the ellipse, even though they both have the same plural form: ellipses), which is represented by
"..."
Isis used to indicate someone trailing off in the middle of a sentence, for example:
Well, I told him he needed to buy more printer paper... Is that a squirrel over there?
In this case the psychiatrist was probably noticing the patient had trouble finishing sentences, or expressing whole ideas without losing their place and getting distracted.
So in this case the phrase "ellipses in thought" is used to describe a thought that is unfinished, and interrupted.