No offence intended, dear Daniel! And thanks to you, I learned a new word!
I think the key is Unicode characters, thank you. With U+2011 I find it a little bit too long, but there are the spaces around it. Still I like this better and will stick to that solution. The same goes with U+2212. The font I use is Academico (the default font for lyrics I think).

[Edit] Actually I think I understand why I find it strange. In french, it’s the same «trait d’union» between the a and the t, and the t and elle. Qu’a-t-elle…
The automatic hyphens are shorter (because of the engraving options, I should maybe change them… Wait, I cannot change hyphens width for lyrics!) and this difference is what makes it look wrong.
[New Edit] Finally, Daniel, you gave me (again, and so many thanks for your amazing support) the right solution : copy-paste from an external editor gives the right looks I was looking for.

Now that I found a workaround, the situation is not critical anymore. Yet I think it would be great to be able to find a way to input this kind of text character directly in Dorico.

