Each of my 12 chapters has about 5 sub documents and they correspond broadly to scenes.
I have tried to find a suitable separator in running the Compiler but have failed. I tried to insert a special character but it never works. When I try dashes, it looks bad because I can only insert one empty line and it looks too squashed.
Has anyone used something more satisfactory ?
Keep in mind you can also use a graphical divider. You’ll need to use an image placeholder in the separator (see §15.5.4 in the user manual, pg. 217). There are countless divider glyphs and graphics, many that are freely available. You should be able to find something, if you want something fancier than some asterisks or empty space.
There is always the good old classic * * *, too. 
I tried the *** but because only one blank line is available, I find it looks very cramped. I will keep searching.
Oh, you can add your own spacing to a custom separator. You have full control over the text in there—so feel free to add carriage returns around the asterisks, too. It’s easiest to just copy and paste it all into the field from elsewhere, or you can use Opt-return to insert carriage returns into simple fields like this. I find it a bit awkward to do that though as you can’t really see what you are doing with one line.
Oh … I didn’t realise that. I assume you mean use Opt-return within the field inside the Compile/Separator section.
That’s correct, it won’t look like anything happened since you can’t see that you are now on line two, but you will be, then type in “* * *”, then another Opt-return (which will cause the asterisks to disappear).