My consistent advice for anyone using MS Word is -- turn OFF the auto-correct feature. Some people like it more than I do, but in my experience, it'll mess you up more often than not, and doesn't translate well to other formats.
Go to the Tools menu, then pick "AutoCorrect options." Choose the AutoFormat tab, and uncheck most of the boxes... especially the option that changes hyphens to dashes. That should do the trick.
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For section-separators, I'd recommend a series of asterisks. Boring, perhaps, but time-tested. And MS Word has never messed with mine.
PJ