long dash, hold down the ALT key and, on the numerical keyboard (of your keyboard) type 0151 (It's not a trick, it's the way to do it).
If you want to do a copyright symbol, ALT plus 0169
As for your other problems, prior to your recent comment...
The problem you're having with the shift enter key combination not working, shouldn't be happening. Here's a thought (which may or may not work, but I recall when trying to type out blank verse a year or two ago, having this bother too) - go to your dashboard, scroll down to Settings. Click on 'Writing' and where you see "WordPress should correct invalidly nested XHTML automatically" check the box then scroll down and click the 'Save changes' button. If it is already checked, try unchecking it.
Sometimes WordPress (and other bloghosts, it's not peculiar to WordPress) changes a bit of code and it gets glitchy.
If you have no success with that, you could try contacting support as, if the suggestions given aren't working it seems to me that something else is wrong.
And if that doesn't work, well then yes, you WILL have to adopt some 'tricks' to get round it. (Either that or try a different bloghost but I can assure you you're likely to get the same problems with them all. Coding obviously hasn't been written with formatting poetry in mind, unfortunately).
And while you obviously prefer not to use Windows Live Writer or another desktop program to write your poetry, if it's a choice of that or not publishing your magazine - which is the best option?
By the way - always, always publish your posts as either drafts or private posts in WordPress before you go live. That way nobody will see any of your mistakes and you might not feel quite so frustrated on the learning curve that is finding out how to blog here!