I am using 8 and haven’t tried 9, so I’m not sure if my experience will help. But here goes anyway, for whatever it’s worth.
I also work with a project that uses a hyphen - as an initial tone marking, as well as in hyphenated names (they also use an apostrophe ’ as a tone marking). I had the same problem as you with it showing up as an unknown character. Very annoying since these tone markings are pretty common.
I tried a few different things, and found the best way to do it was to list the character(s) that can occur with the initial tone mark as combined alphabetic characters. So in the list of alphabetic characters, for T I have it listed this way:
t/T -t/-T t’/T’
This tells Paratext that t, T, -t, -T, t’ and T’ are all basically different ways to write the same letter. When I did this, it no longer brought up the - or ’ as unknown characters.
This also works with diacritics over or under the letter. This same project uses a tilde ~ under a vowel to mark a nasalized vowel, and it can occur with other diacritics, so I just listed all the possibilities as other options for the same vowel:
a/A ā/Ā á/Á a̰/A̰ á̰/Á̰ ā̰/Ā̰
I’ve no idea if this will work the same in P9.