Hi Bob,
You may have set option + - >> non‑breaking hyphen as a text substitution in System Preferences at one time, but the 'standard' set fot the - key has been the list below since 'long, long ago.'
- - hyphen - minus sign
shift+- _ underscore
option+- – en dash
shift+option+- — em dash
I did a brief check today, and did not find a keystroke combination to produce a non‑breaking hyphen (unicode: U+2011, UTF-8: E2 80 91). You can, as I did here in four instances of "non‑breaking", drag it from the Character viewer's Punctuation section, or copy it from here and paste it where you want it (possibly where you can store it for easy recovery and future use).
An internet search turned up a few hits suggesting shift-command-hyphen, but this produces no visible result here or in Pages. One of the hits was to a tip on the Microsoft site as an MS Office tip, which MS stated "Applies to: Word for Mac 2011"
Same answer to the same question back in 2007
Regards,
Barry
PS: Your memory may be accurate—a post by Peggy in another (much) earlier thread stated the en dash produced by option+- was at that time a non‑breaking character.
B