Try ports of Baltimore, MD and Bayonne, NJ. (Bayonne was sometimes used when there was a larger than normal immigrant arrival period and handled overflow from Ellis Island) I don't know where to find these records, but just suggesting possibilities.
Ellis Island was only used as the processing station for ships arriving in New York and only for the years 1 Jan. 1892-14 june 1897 and again from 17 Dec. 1900-1924. There is a chart you might want to take a look at, of the various processing stations used for New York arrivals from 1624 to 1924
There were 5 major ports of arrival: New York New York, Philadelphia Pennsylvania, Baltimore Maryland, Boston Massachusetts and New Orleans Louisiana. And there were many smaller ports used for ship arrivals. The smaller ports were Virginia, Connecticut, Delaware, Texas, Georgia, South Carolina, North Carolina, Maine, Rhode Island, Florida, New Jersey, New Hampshire, Michigan, Alaska, California, Hawaii and Washington
Perhaps your ancestor sailed into one of these and not New York. What was the time period of your ancestor's arrival??