This is a little out of left field, but my favorite unexpected literary hyphen is in the title of "Lassie Come-Home" [0]. In the original book, the title was not imploring a missing dog to return. It referred to the untrue accusation that Lassie was a "come-home" dog, trained by scam artists to escape from an unsuspecting buyer and return to be sold to the next sucker over and over again.

[0] https://en.wikipedia.org/wiki/Lassie_Come-Home

The book has a hyphen but the white whale himself doesn't, for historical reasons.

https://www.smithsonianmag.com/smart-news/moby-dick-has-myst...