There is nothing about it anywhere. The ectoplasmic dragon is supposedly made of ectoplasm (comes from the demiplane of Ectoplasm, feels the need to precise that they are immune to Dismiss Ectoplasm...), which is basically the matter the Astral is made of. Other dragons from the astral (basically, the astral dragon from Dragon 344) travel using Planeshift, but they are really not innately made for planar travel, as they could grow sick and die if they travelled too often (astralomitis). On the other hand, Ectoplasmic dragons are said to travel often from their lair in the Astral Plane to the Prime, often to hunt or to find more treasure, which implies that they can both know exactly where they are going (else they wouldn't be able to go back to their lair) and bring items with them. This really seems like an ability based on Gate (although limited to the dragon and its gear) more than on Planeshift.
My headcanon is that, because the dragon is made of ectoplasm, it can modify the ectoplasm around itself to create a very temporary color pool to a location it knows. People can look through a color pool and even around it very quickly, then go through it to travel to the Prime and back again.