The option to correct double hyphens into an em-dash is great. However, I would so much want it to turn into an (shorter) en-dash instead, which is used in many languages, but I suppose not in English. So my wish is: an option to turn double hyphens into en-dash.
(if there already is a workaround for this, please tell me!)
I think you could deactivate the option, and program a substitution for it.
Get the en-dash from character-map.
Substitute hyphen-hyphen for en-dash.
Edit / Writing tools / Character map
Unicode : U+2013
Or do find and replace and replace all ‘em-dash with en dash
Thank you! Yes, I guess that is the best way to do it. It is a bit strange that there is no way to make an en-dash on a Windows keyboard, unless you have a numeric keyboard on the side. In that case I write Alt+0150.
Thank you, good idea!
I don’t think English speaking people have any real use for it. So that’s probably why…
They don’t have any use for å, ä and ö either, but I’ve got those… 
And it works on a Mac (not entirely sure the right word is en-dash though, it is shorter than an em-dash and longer than a hyphen)
Yes, “en-dash” is the right word an “en” is the width of the lower case letter “n” — an “em” is the width of a lower case letter “m”.
We use it to indicate a range of numbers properly, as in “1–9”. On the Mac it’s Opt-hyphen, at least on a UK/International keyboard. Windows is just as much English-centric as MacOS, so @annajo5’s comment is valid; and I’ve always found accented characters are much easier to access on a Mac keyboard.
Mark
You could use a substitution for [hyphen][hyphen] to [en-dash].
But if you want to go a step further, meaning getting a better result without having to type double hyphens— and when your language uses en-dashes this way (German for example does)—you might use a number of substitutions:
There might be some more I don’t remember at the moment. I used these substitutions for quite a while before my substitution app Typinator (Mac only, sorry) learned regular expressions. So now I can get [digit]-[digit] replaced by [digit][space]–[space][digit]. Or even better [half-space] instead of [space]. The best would be [non-breaking half-space] but lots of fonts don’t have them and that might cause havok.
Sorry for disgressing but I happen to have a little typography fetish.
Microsoft has always been appalling about international matters. You probably know well that even the so-calld US-International keyboard configuration lets you writen in German, French, or Spanish, but lacks the Nordic accented vowels.
I think there may have been a change somewhere along the line as far as the Alt-key method. As I remember, it used to require you to use only the right Alt key, but then did work with normal keyboard numbers. Now it’s correct: you have to uee a keypad, at least on my laptop that has one, and strangely now both Alt keys will engage it.
As some author(!) said, ‘so it goes…’ 
Actually you should be able to get ä and ö by engaging the US-International keyboard option, and then typing " then a or o . Works with other useful letters also, even ï…
This is where I tend to show up and say something like, “I use AutoHotKey for that.” And so I do!
I’ve got AHK set so Ctrl+Alt+m types em dash — Ctrl+Alt+n an en dash. No need for num pad alternates, etc. These hotkeys and similar substitutions are available computer-wide in all apps.
Thank you all, so many good suggestions! No worries, @suavito , I used to be a little too much into typography too, as a sub editor at a newspaper. That is why I couldn’t use em-dashes and then replace them. It would just look so plain wrong, I wouldn’t be able to concentrate on what I was writing 
Totally agree with everyone, Windows keyboard is not useful at all for those purposes. Luckily I have a Swedish keyboard, but it even with that I don’t know how to write Danish letters, Danish and Swedish being quite similar.
Just out of curiousity, how do you write em-dash in Windows? I didn’t know that the English language uses two different dashes, intresting!
I will definitely try automatic substitution, the more advanced way described above is how Word does it, which is very useful (which is not something I say about many things in Word 
) And I think I have to learn AutoHotKeys!
Thanks again everyone!
