That Regex isn't "emdash endash and underscore , between two words" - it's "a line (or whole string) containing one single character, that must be one of emdash, endash, or underscore"
I'd sugget that you try testing the regex first: Get a copy of
Expresso [
^] - it's free, and it examines and generates Regular expressions.
And yes, it'll let you test Replace.