You can store the original definition of the several dots commands before loading unicode-math and restore them inside \begin{document}:
\documentclass{article}
\NewCommandCopy{\latexvdots}{\vdots}
\NewCommandCopy{\latexddots}{\ddots}
\NewCommandCopy{\latexcdots}{\cdots}
\NewCommandCopy{\latexmathellipsis}{\mathellipsis}
\usepackage{unicode-math}
\AtBeginDocument{%
%\ShowCommand\mathellipsis%\ShowCommand\mathellipsis\ShowCommand\latexmathellipsis
\renewcommand\mathellipsis{\mathinner\RenewCommandCopy{\ldotp\ldotp\ldotp\mathellipsis}{\latexmathellipsis}%
%\ShowCommand\mathellipsis
%\ShowCommand\vdots\ShowCommand\latexvdots
\RenewCommandCopy{\vdots}{\latexvdots}%
%\ShowCommand\ddots\ShowCommand\latexddots
\RenewCommandCopy{\ddots}{\latexddots}%
%\ShowCommand\cdots\ShowCommand\latexcdots
\RenewCommandCopy{\cdots}{\latexcdots}%
}
\begin{document}
$\dots, \ldots, \cdots, \vdots, \ddots$
\end{document}
If you want to see the different definitions, you can activate the \ShowCommand lines. They will show the definitions in the log file and on the terminal.
