You are right, sorry for the confusion.
For a Mp3tag regular expression you have to escape the minus dash (after \w) with a backslash, otherwise the minus will be interpreted in a unwanted way.
Please try it with this format string:
$regexp(%ARTIST%,'^.*\s([\w\-‐]+)$','$1')
Unfortunately, I'm not aware that an easy way exists for this. You would have to enter all the various dash variants in your regular expression.