You cannot search the hyphen InDesign adds itself. I would suggest a tiny javascript instead. (Beware! Untested! Your Computer May Explode (etc.))
app.findGrepPreferences = null;
app.findGrepPreferences.findWhat = “bw+-w+b”;
result = app.activeDocument.findGrep();
if (result.length == 0)
alert (“No More! No More!”);
else
result[0].select();
Then fix them yourself.
—-< Afterthought, 2 seconds later >—
Ahhhh — perhaps it's easier to apply No Break to the individual parts of the word (but not the hyphen!). You would need two GREP styles for that, one for each half:
<w+(?=-w)
and
(?<=w-)w+>
— both should apply a character style containing No Break. You might want to consider checking a maximum length of the word parts. There are not that many ten-letter-each compound words, but surely you would consider hyphenating “representative-elect”, “three-dimensionalness” or “vice-chancellorship”? (14 letters and more before or after the hyphen; just a few random finds in my English word list)